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Concomitant of Order Statistics in Gumbel's Bivariate Exponential Distribution
K. Balasubramanian and M. I. Beg
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
Vol. 60, No. 3 (Dec., 1998), pp. 399-406
Stable URL: http://www.jstor.org/stable/25053053
Page Count: 8
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For the Gumbel's bivariate exponential distribution, we find the distribution of the concomitant of the r-th order statistic of one of the components. Properties that concomitants get from the corresponding order statistics are used to derive a number of results. Recurrence relations between moments of concomitants are also obtained. Finally, we obtain the expression for the joint distribution of concomitants of two order statistics.
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002) © 1998 Indian Statistical Institute