Results on concomitants of generalized order statistics from Morgenstern new family of heavy-tailed distributions
نویسندگان
1 Department of Statistics, Yazd, Yazd, Iran
2 Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, Iran
doi
10.22034/jsmta.2022.2775چکیده
In this paper, a new bivariate family of distributions is proposed by mixing up the new family of heavy-tailed distributions approach with the Farlie-Gumble-Morgenstern copula. The resultant family may be called the Farlie-Gumble-Morgenstern new family of heavy-tailed distributions. For the proposed family, some properties of the concomitants of generalized order statistics are obtained. The joint distribution of concomitants is also derived. Furthermore, for this new family, some properties of extropy for the concomitant of generalized order statistics are obtained. The method of maximum likelihood estimation is implemented to obtain the estimators of the parameters. Two sub-models are studied using the introduced approach.
