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Concomitants of Order Statistics from a Morgenstern-Type Bivariate Gamma Model

Ruhiteswar Choudhury, Tanusree Deb Roy

Abstract



This paper develops a Morgenstern-type bivariate gamma distribution and investigates the distributional and reliability properties of concomitants of order statistics arising from this model. Explicit expressions are obtained for the probability density function, moment generating function, and moments of the concomitants, along with their associated survival and hazard functions. The proposed results extend existing concomitant theory for FGM-type
constructions to the gamma family, which is widely used for modeling positively skewed lifetime data. Numerical illustrations and simulation-based analyses are presented to examine the effects of dependence and shape parameters on the reliability behavior of the concomitants. Several known results are recovered as special cases, demonstrating the
consistency of the proposed framework.

Keywords


Concomitants of order statistics, Morgenstern Family, Bivariate gamma distribution, Survival Function, Reliability Theory.

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