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Keywords
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Concomitant, Correlation coefficient , Extended Weibull distribution ,Extropy , Generalized order statistics
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Abstract
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In this paper, we develop the extended Weibull family of distributions to a bivariate class using the Farlie–Gumbel–Morgenstern copula. This is called the bivariate Farlie–Gumbel–Morgenstern extended Weibull family, and some of its properties are investigated. Some special cases of this family and their correlation coefficient are
found. Also, the maximum correlation coefficient of most special cases is investi-gated. We study the concomitants of generalized order statistics from this new class of Morgenstern bivariate distribution and obtain some relevant relations for single and product moments of concomitants. Some well-known information measures such as
the Shannon entropy and extropy for concomitants are derived.
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