Concomitants of Ordered Random Variables

Filus and Filus (2001, 2006) developed some new class of probability distributions known as the pseudo distributions. In this book we have explored the distributional properties concomitants of order statistics of the bivariate pseudo distributions. The book presents rigorous material on distributional properties of concomitants of order statistics for quasi–Gaussian, pseudo–Gaussian, pseudo–Weibul and quasi–pseudo–Weibull distributions. The distribution of rth concomitant and joint distribution of rth and sth concomitant of order statistics has been presented in this book. The general case of the distribution of concomitant has been discussed alongside some specific cases.