Distribution of a linear function of correlated ordered variables

DOI10.1016/J.JSPI.2008.10.003zbMath1419.62125OpenAlexW2037269816MaRDI QIDQ1015898

Ramesh C. Gupta, Pushpa L. Gupta

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.003

zbMATH Keywords

maximumminimumbivariate normal distributionACBVE distribution of Block and Basubivariate exponential distribution of Arnold and Straussbivariate exponential distribution of RafteryFreund's bivariate exponential distributionGumbel's bivariate exponential distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (3)

Distribution of linear functions from ordered bivariate log-normal distribution ⋮ Regression mean residual life of a parallel system of dependent components ⋮ Exact distribution of the sample median of a jump type distribution on a bounded domain

Cites Work

• A new class of skew-Cauchy distributions
• Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions
• Bivariate Exponential Distributions
• A Bivariate Extension of the Exponential Distribution
• A continuous multivariate exponential distribution
• Log-concavity of the extremes from Gumbel bivariate exponential distributions
• Bivariate Distributions With Exponential Conditionals
• A Continuous Bivariate Exponential Extension
• Order Statistics of Bivariate Exponential Random Variables
• A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
• On linear functions of ordered correlated normal random variables
• Failure rate of the minimum and maximum of a multivariate normal distribution

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