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<p>In this article, a new generalization of multivariate Farlie–Gumbel–Morgenstern (FGM) distribution denoted by (GMFGM) is introduced. The admissible range for the association parameter of GMFGM is determined. Some dependence properties are also discussed. Moreover, the distribution of multivariate concomitants of the order statistics from a GMFGM sample of random variables is obtained and is shown to be also a GMFGM distribution. Dependency between the concomitants is also discussed.</p>

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On Multivariate Concomitants of order Statistics for a New Generalized Multivariate Farlie-Gumbel-Morgenstern Distribution

  • 期刊论文

  • 发表日期：

    2025年7月15日

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  • Sohair Khames,
  • Nahed Mokhlis

摘要

In this article, a new generalization of multivariate Farlie–Gumbel–Morgenstern (FGM) distribution denoted by (GMFGM) is introduced. The admissible range for the association parameter of GMFGM is determined. Some dependence properties are also discussed. Moreover, the distribution of multivariate concomitants of the order statistics from a GMFGM sample of random variables is obtained and is shown to be also a GMFGM distribution. Dependency between the concomitants is also discussed.