To provide an optimum estimator for the parameters, the use of priori information has a crucial role in univariate as well as bivariate distributions. One such prior information is to utilize the knowledge on coefficient of variation in the inference problems. In the past plenty of work was carried out regarding the estimation of the mean μ of the normal distribution with known coefficient of variation. Also inference about the parameters of bivariate normal distribution in which X and Y have the equal (known) coefficient of variation c, are extensively discussed in the available literature. Such studies arise in clinical chemistry and pharmaceutical sciences. It is interesting to note that concomitants of order statistics are applied successfully to deal with statistical inference problems associated with several real life situations. A problem of interest considered here is the estimation of parameters of bivariate normal distribution in which X and Y have the same coefficient of variation c using concomitants of order statistics. For that consider a sample of n pairs of observations from a bivariate normal distribution in which X and Y have the same coefficient of variation c, we derive the best linear unbiased estimator (BLUE) of θ 2 and derive some estimators of ϑ. Efficiency comparisons are also made on the proposed estimators with some of the usual estimators, finally we conclude that efficiency of our best linear unbiased estimator (BLUE)θ 2 is much better than that of the estimatorsθ 2 and θ * 2 .

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Abtsrcat For a sample of n pairs of observations from Morgenstern Type Bivariate Logistic Distribution (MTBLD) in which the marginal distributions of random variables X and Y have the same coefficients of variation c, we derive the best linear unbiased estimator of the parameter associated with the Y variable using concomitants of order statistics.

In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the scale parameter of a symmetric distribution using quasi-ranges is considered. We also prove a sufficient condition for the non negativity of the scale estimator obtained by the above method. Further, we obtain necessary and sufficient conditions for the derived estimators to be constant multiple of the sample range.

Lloyd's Best Linear Unbiased Estimators (BLUEs) of location and scale parameters of a distribution by order statistics is an extensively used method of estimation.In this article a method is proposed to estimate the common location and scale parameters of several distributions by order statistics. The method developed has been applied to estimate the common location and scale parameters of normal and double exponential distributions.