No abstract

We consider a generalization of the bivariate Farlie-Gumbel-Morgenstern (FGM) distribution by introducing additional parameters. For the generalized FGM distribution, the admissible range of the association parameter allowing positive quadrant dependence property is shown. Distributional properties of concomitants for this generalized FGM distribution are studied. Recurrence relations between moments of concomitants are presented.

No abstract

SummaryThe exponential type is characterized in terms of the regression of a (possibly non-linear) function of a record value with its adjacent record values as covariates. Monotone transformations extend this result to more general settings, and these are illustrated with some specific examples.

For a sequence of independent and identically distributed random vectors. . , n, we consider the conditional ordering of these random vectors with respect to the magnitudes of N(X i ), i = 1, 2, . . . , n, where N is a p-variate continuous function defined on the support set of X 1 and satisfying certain regularity conditions. We also consider the Progressive Type II right censoring for multivariate observations using conditional ordering. The need for the conditional ordering of random vectors exists for example, in reliability analysis when a system has n independent components each consisting of p arbitrarily dependent and parallel connected elements. Let the vector of life lengths for the ith component of the system be X i = (X