Comparison between the Two Haung-Kotz FGM Types by Fisher Information in Order Statistics and Their Concomitants
Keywords:
Information measures, Haung-Kotz’s bivariate distributions, correlation structure, concomitants of order statisticsAbstract
The Fisher information (FI) about the shape-parameter vectors of the two Huang-Kotz FGM types
is investigated. We study analytically and numerically the FI matrix (FIM) related to an order statistic
(OS) and its concomitant for each of these types. A comparison between the two types based on FI is
carried out.
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