Abstract Consider a random sample from a bivariate random variable. If the sample is ordered according to the Y-variates, then the X-variate paired with the r-th order statistic is called the concomitant of the r-th order statistic (or the r-th concomitant). Given a sample of independent, identically distributed and bivariate phase-type random variables with continuous density function, we provide a procedure to calculate the density function of concomitants of order statistics, and furthermore, we prove that concomitants from this sample are phase-type distributed.

中文翻译：

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来自具有连续密度函数的双变量相型分布的阶次统计的伴随物

摘要 考虑一个来自二元随机变量的随机样本。如果样本是根据 Y 变量排序的，那么与第 r 阶统计量配对的 X 变量称为第 r 阶统计量的伴随（或第 r 伴随）。给定一个具有连续密度函数的独立同分布双变量相型随机变量样本，我们提供了计算阶次统计伴随物的密度函数的过程，并且证明了该样本的伴随物是相型分布的.