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About: Concomitant (statistics)     Goto   Sponge   NotDistinct   Permalink

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In statistics, the concept of a concomitant, also called the induced order statistic, arises when one sorts the members of a random sample according to corresponding values of another random sample. Let (Xi, Yi), i = 1, . . ., n be a random sample from a bivariate distribution. If the sample is ordered by the Xi, then the Y-variate associated with Xr:n will be denoted by Y[r:n] and termed the concomitant of the rth order statistic. If all are assumed to be i.i.d., then for , the joint density for is given by