Abstract
In this paper we have suggested a family of estimators of a density f( y) of a random variable Y based upon a set of observations taken from a bivariate joint density β( x, y) of Y and a suitably chosen concomitant random variable X so that f( y) = ∫ β( x, y) dx. It is shown that the estimator envisaged by Ahmad and Singh (1989) is a particular member of the proposed family. Asymptotic expressions for bias and variance of the proposed family are obtained. Asymptotically optimum estimator (AOE) in the class is also identified.
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