May 6, 2024
Saeid Tahmasebi

Saeid Tahmasebi

Academic Rank: Associate professor
Address: Department of Statistics , Persian Gulf University , Iran
Degree: Ph.D in Statistics
Phone: 077-31223329
Faculty: Faculty of Intelligent Systems and Data Science

Research

Title
Study of Correlation Structure and Inference on Farlie-Gumbel-Morgenstern Family Using Concomitant Variable and Ranked Set Sampling
Type Thesis
Keywords
آماره هاي ترتيبي تعميم يافته،متغيرهمراه،مفصل فارلي-گامبل-مورگنسترن.
Researchers Zahra Almaspoor (Student) , Ali Akbar Jafari (Primary advisor) , Ali Dastbaravarde (Advisor) , Saeid Tahmasebi (Advisor)

Abstract

The Farlie-Gumbel-Morgenstern copula approach has always been of interest to researchers as a tool for introducing bivariate models. However, this approach is not suitable to deal with the data that are highly dependent. It provides a better description of the data whose maximum correlation coefficient is 0:333: This degree of correlation occurs when the uniform marginal distribution is used in the Farlie-Gumbel-Morgenstern copula method. However, the marginal uniform distribution is not always applicable. By searching the statistical literature, we observe that different margin distributions such as exponential, generalized exponential, gamma, and Rayleigh etc., have been considered in the Farlie-Gumbel-Morgenstern bivariate distribution family and have studied their correlation. So far in the literature, researchers have adopted only the classical/traditional distributions using the Farlie-Gumbel-Morgenstern approach. In this thesis, we consider a family of distributions as a marginal distribution in the Farlie-Gumbel- Morgenstern approach. This is one of the key core of this thesis as it can cover all the specific distributions. The second goal of this thesis is to carry out the statistical properties using a comprehensive structure of generalized order statistics. In this thesis, we first consider the extended Weibull family as a marginal distribution in the Farlie-Gumbel-Morgenstern method. Then we obtain some basic properties and formulas for calculating the correlation coefficient. Furthermore,for a specific case of the proposed family, the degree of correlation is calculated mathematically and numerically via a simulation study. Moreover, the general results for measures of entropy and entropy of the generalized order statistics are obtained. Based on the ranked set sampling, the Bayesian estimators are also obtained. Next, we consider and study a new extropy measure based on generalized order statistics. In this way, numerous extropy measures such as extrop