Farlie–Gumbel–Morgenstern Bivariate Moment Exponential Distribution and Its Inferences Based on Concomitants of Order Statistics
Year: 2023
Type: article
Abstract: In this research, we design the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, a bivariate analogue of the moment exponential distribution, using the Farlie–Gumbel–Morgenstern approach. With the analysis of real-life data, the competitiveness of the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution in comparison with the other Farlie–Gumbel–Morgenstern distributions is discussed. Based on the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, we develop the distribution theory of concomitants of order statistics and derive the best linear unbiased estimator of the parameter associated with the variable of primary interest (study variable). Evaluations are also conducted regarding the efficiency comparison of the best linear unbiased estimator relative to the respective unbiased estimator. Additionally, empirical illustrations of the best linear unbiased estimator with respect to the unbiased estimator are performed.
Source: Stats
DOI: 10.3390/stats6010015
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $1,557
OpenAlex ID: W4319081289
