Use of Concomitants of Order Statistics in the Estimation of Parameters μ2 and σ2 of Morgenstern Type Bivariate Exponential Distribution

被引：0

作者：

Sajeevkumar, N. K. ^{[1
]}

Sumi, A. R. ^{[2
]}

机构：

[1] Univ Coll, Dept Stat, Trivandrum 695034, Kerala, India

[2] Univ Kerala, Dept Stat, Trivandrum 695581, Kerala, India

来源：

JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS | 2022年 / 23卷 / 02期

关键词：

Morgenstern family of distribution; Morgenstern type bivariate exponential distribution; Best linear unbiased estimation; Concomitants of order statistics;

D O I：

10.1007/s41096-022-00132-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article we have derived the best linear unbiased estimator (BLUE)of the parameters mu(1), mu(2), mu(1) and mu(2) involved in the Morgenstern type bivariate exponential distribution(MTBED) by concomitants of order statistics.Also we have evaluated coefficients of the BLUE's of mu(1), mu(2), mu(1) and mu(2) involved in the Morgenstern type bivariate exponential distribution by concomitants of order statistics for some specific values of the sample size m.Also we have derived the asymptotic variances of the MLE's of the parameters mu(1), mu(2), mu(1) and mu(2) involved in MTBED.A simulation study is also conducted for estimating the parameters involved in MTBED.

引用

页码：465 / 482

页数：18

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