The Bivariate Pareto Model Based on Ordered Random Variables
Abstract
Generalized order statistics constitute a unified model for ordered random variables that includes order
statistics and record values among others. In this article, bivariate Pareto distribution is considered.
Some new simple explicit expressions for single and product moments of concomitants of generalized
order statistics based on a random sample drown from the considered distribution are derived. Further,
applications of these results is seen in establishing some well known results given separately for order
statistics and record values and obtaining some new results. Finally, the means, and variances of the
concomitants of order statistics and record values are computed for various values of the parameters.
Keywords
References
- [1] Ahmad, A.A. and Fawzy, M., Recurrence relations for single moments of generalized order statistics from doubly truncated distribution. J. Statist. Plann. Inference, 117 (2003), 241-249.
- [2] Ahmad, A.A., Relations for single and product moments of generalized order statistics from doubly truncated Burr type XII distribution. J. Egypt. Math. Soc., 15 (2007), 117-128.
- [3] Ahsanullah, M., Generalized order statistics from exponential distribution. J. Statist. Plann. Inference, 85 (2000), 85-91.
- [4] Arnold, B. C., Pareto Distribution. Wiley, New York, (1985).
- [5] Arnold, B. C., A flexible family of Multivariate Pareto distributions. Journal of Statistical Planning and Inference, 24 (1990), 249-258.
- [6] Arnold, B. C., Balakrishnan, N. and Nagaraja, H. N., A First Course in Order Statistics. John Wiley, New York, (1992).
- [7] Balakrishnan, N. and Cohen, A. C., Order Statistics and Inference: Estimation Methods. Academic Press, Boston, MA. (1991).
- [8] Balakrishnan, N. and Lai, C.D., Continuous bivariate distributions, 2nd-edition, Springer, New York, (2009).
- [9] Balakrishnan, N., Zhu, X. and Al-Zahrani, B., A recursive algorithm for the single and product moments of order statistics from the exponential-geometric distribution and some estimation methods. Comm. Statist. Theory Methods, 44 (2015), 3576-3598.
- [10] Bieniek, M. and Szynal, D., Characterizations of distributions via linearity of regression of generalized order statistics. Metrika, 58 (2003), 259-271.