Estimation of parameters of bivariate normal distribution using concomitants of record values |
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Authors: | Manoj Chacko P Yageen Thomas |
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Institution: | (1) Department of Statistics, University of Kerala, Trivandrum, 695581, Kerala, India |
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Abstract: | In this paper, we discuss the concomitants of record values arising from the well-known bivariate normal distribution BVND(μ1, μ2,σ1,σ2, ρ). We have obtained the best linear unbiased estimators of μ2 and σ2 when ρ is known and derived some unbiased linear estimators of ρ when μ2 and σ2 are known, based on the concomitants of first n record values. The variances of these estimators have been obtained. |
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Keywords: | Record values Concomitants of record values Best linear unbiased estimators Bivariate normal distribution |
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