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Abstract
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In this paper, a new bivariate family of distributions is proposed by mixing
up the new family of heavy-tailed distributions approach with the Farlie-Gumble-
Morgenstern copula. The resultant family may be called the Farlie-Gumble-Morgenstern
new family of heavy-tailed distributions. For the proposed family, some properties of
the concomitants of generalized order statistics are obtained. The joint distribution
of concomitants is also derived. Furthermore, for this new family, some properties of
extropy for the concomitant of generalized order statistics are obtained. The method
of maximum likelihood estimation is implemented to obtain the estimators of the parameters.
Two sub-models are studied using the introduced approach.
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