Concomitants of dual generalized order statistics from bivariate burr II distribution

Abstract

Dual generalized order statistics is a common approach to enable descending ordered random variables like reverse order statistics and lower record values. In this paper probability density function of single concomitant and joint probability density function of two concomitants of dual generalized order statistics from bivariate Burr II distribution are obtained and expressions for moment generating function and cumulant generating function are derived. Also the expressions for mean, variance and covariance are given. Further, results are deduced for the reverse order statistics and lower record values.