Probabilistic behaviour of induced order statistics from bivariate rayleigh distribution
Journal Title: Santosh University Journal of Health Sciences - Year 2016, Vol 2, Issue 2
Abstract
In the present paper a new bivariate distribution has been derived from univariate Rayleigh distribution using the concept given by Mongestern (1956). This bivariate Rayleigh distribution is then considered to obtain the Induced (concomitants) order statistics. In the section 1 characterization of univariate Rayleigh distribution and bivariate Rayleigh distribution has been provided. In section 2 and 3 the density function of order statistics and induced order statistics have been obtained. To characterize the model the moments of induced order statistics have been also obtained. The moment generating functions and cummulant generating function has been obtained. The joint distribution of two concomitants is also obtained in section 4.
Authors and Affiliations
Sunil Kumar, Jagmohan Singh Dhakar
Keywords
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