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article · Mathematica Slovaca

Fisher information in order statistics and their concomitants for Cambanis bivariate distribution

20245 citationsZagazig University

Abstract

Abstract The Fisher information matrix (FIM) relevant to order statistics (OSs) and their concomitants of the shape-parameters vector of the Cambanis bivariate distribution is investigated. Singly or multiply censored bivariate samples drawn from the Cambanis bivariate distribution are used to obtain the Fisher information (FI). In addition, the FI contained in the scale and shape parameters of generalized exponential distributions in the concomitants of OSs is obtained. The cumulative residual FI in the concomitant of OSs based on the Cambanis family is theoretically and numerically studied. Finally, a bivariate real-world data set has been analyzed for illustrative purposes, and the performance of the proposed method is quite satisfactory.

Research topics

  • Statistical Distribution Estimation and Applications
  • Bayesian Methods and Mixture Models
  • Financial Risk and Volatility Modeling

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DOI: 10.1515/ms-2024-0038

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