Sarmanov bivariate distribution: dependence structure—Fisher information in order statistics and their concomitants

Abstract

AbstractThe Sarmanov family of bivariate distributions is considered as the most flexible and efficient extended families of the traditional Farlie–Gumbel–Morgenstern family. The goal of this work is twofold. The first part focuses on revealing some novel aspects of the Sarmanov family’s dependency structure. In the second part, we study the Fisher information (FI) related to order statistics (OSs) and their concomitants about the shape-parameter of the Sarmanov family. The FI helps finding information contained in singly or multiply censored bivariate samples from the Sarmanov family. In addition, the FI about the mean and shape parameter of exponential and power distributions in concomitants of OSs is evaluated, respectively. Finally, the cumulative residual FI in the concomitants of OSs based on the Sarmanov family is derived.