Characterizations of bivariate distributions by properties of concomitants of order statistics

In this paper, we consider a family of bivariate distributions which forms a generalization of the Morgenstern family of bivariate distributions. We have derived two characteristic properties of concomitants of order statistics which characterize this generalized class of distributions. Some importa...

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Bibliographic Details
Published in:Statistics & probability letters 2008-12, Vol.78 (18), p.3350-3354
Main Authors: Veena, T.G., Yageen Thomas, P.
Format: Article
Language:English
Subjects:
Exact sciences and technology
General topics
Mathematics
Multivariate analysis
Nonparametric inference
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
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Description
Summary:In this paper, we consider a family of bivariate distributions which forms a generalization of the Morgenstern family of bivariate distributions. We have derived two characteristic properties of concomitants of order statistics which characterize this generalized class of distributions. Some important conclusions based on the characterization results are also drawn.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2008.07.005