Information measures for order statistics and their concomitants from Cambanis bivariate family

Abstract

One of the most efficient and robust methods in estimation is to find the Fisher information matrix (FIM). In this paper, the FIM concerning order statistics (OSs) and their concomitants about the shape-parameter vector of Cambanis bivariate distribution is derived. This method contains information conveyed by singly or multiply censored bivariate samples drawn from the Cambanis bivariate distribution. In addition, we obtain and study the Fisher information (FI) about the mean and shape parameters in the concomitants of OSs for this bivariate distribution based on exponential and power function distributions. Finally, the information entropy of Shannon in the OSs and their concomitants based on the Cambanis distribution is studied. Some numerical computations were performed on the FI which lend support to the theoretical results.