Estimating Morgenstern Type Bivariate Association Parameter Using a Modified Maximum Likelihood Method


This paper investigates estimating the association parameter of Morgenstern type bivariate distribution using a modified maximum likelihood method where the regular maximum likelihood methods failed to achieve estimation. The simple random sampling, concomitant of ordered statistics and bivariate ranked set sampling methods are used and compared. Efficiency and bias of the produced estimators are compared for two specific examples, Morgenstern type bivariate uniform and exponential distributions.

DOI Code: 10.1285/i20705948v12n1p176

Keywords: Morgenstern type bivariate distribution, Modified maximum likelihood estimation, Concomitant of ordered statistics, Bivariate ranked set sampling, efficiency.

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