Concomitants of Order Statistics and Record Values from Morgenstern Type Bivariate-Generalized Exponential Distribution.

In this paper, we introduce the Morgenstern type bivariate-generalized exponential distribution. This distribution is an extension of Morgenstern type bivariate exponential distribution (MTBED), and the marginal distributions are generalized exponential distribution. We study some properties of this bivariate distribution. Also, some distributional properties of concomitants of order statistics as well as record values for the MTBED are studied. Recurrence relations between moments of concomitants are also obtained. [ABSTRACT FROM AUTHOR]