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Estimation of parameters of bivariate normal distribution using concomitants of record values
Authors:Manoj Chacko  P Yageen Thomas
Institution:(1) Department of Statistics, University of Kerala, Trivandrum, 695581, Kerala, India
Abstract:In this paper, we discuss the concomitants of record values arising from the well-known bivariate normal distribution BVND(μ1, μ212, 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.
Keywords:Record values  Concomitants of record values  Best linear unbiased estimators  Bivariate normal distribution
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