Applications of Order Statistics of Independent Nonidentically Distributed Random Variables in Estimation

Sajeevkumar, N. K.; Thomas, P. Yageen

doi:10.1081/sta-200054406

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2010

2023

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Cited by 5 publications

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“…For some further results on the order statistics of inid random variables; see Beg (1991) and Samuel and Thomas (1998). Sajeevkumar and Thomas (2005) and Thomas and Sajeevkumar (2005) illustrated some applications of order statistics of independent non identically distributed random variables in the estimation of common location and scale parameters of several distributions.…”

Section: Introductionmentioning

confidence: 98%

Application of Concomitants of Order Statistics of Independent Non Identically Distributed Random Variables in Estimation

T.G

Thomas

2014

Communications in Statistics - Theory and Methods

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In this article, we obtain expressions for the pdf of a single concomitant of order statistic and the joint pdf of a pair of concomitants of order statistics of independent non identically distributed random variables. Using these expressions, we find the means, variances and covariances of order statistics arising from independent non identically distributed bivariate Pareto distributions. A method of estimation of a common parameter involved in several bivariate Pareto distributions using concomitants of order statistics is also discussed.

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Section: Introductionmentioning

confidence: 98%