Some information measures in concomitants of generalized order statistics under iterated Farlie-Gumbel-Morgenstern Bivariate type

Abstract

In this paper, we study the concomitants of generalized order statistics from iterated Farlie-Gumbel-Morgenstern (FGM) bivariate  distribution. Three information measures, the Shannon entropy, the Kullback-Leibler distance and the Fisher information number, are derived and studied for this model. For each of these information measures, a computational study is conducted, in which we compare the
model of order statistics and model of sequential order statistics.

Key words: Concomitants, generalized order statistics, iterated FGM family, Shannon's entropy, Kullback-Leibler distance, Fisher information number.