Abstract

In this paper, we derive some recurrence relations for the density functions of concomitants of order statistics of an arbitrary size arising from extended Farlie-Gumbel-Morgenstern bivariate distributions. These relations are used to obtain some recurrence relations for the single moments as well as for the moment generating functions of the concomitants of order statistics from the extended family of distributions.

Author: Anne Philip and P. Yageen Thomas

Received on: October, 2015

Accepted on: December, 2016