Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution

DOI10.1080/03610920802226550zbMath1169.60302OpenAlexW2078476610MaRDI QIDQ3391854

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Publication date: 13 August 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802226550

zbMATH Keywords

order statisticsskew-Cauchy distributionskew-normal distributionbivariate normal distributionorthant probabilitiestrivariate normal distributiondistribution of ratiosbivariate skew-normal distributionconditional Cauchy distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (2)

Regression analysis using order statistics ⋮ On the distribution of quotient of random variables conditioned to the positive quadrant

Cites Work

• Unnamed Item
• Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• A new class of skew-Cauchy distributions
• Generalized skew-Cauchy distribution
• A New Class of Skew-Normal Distributions
• The multivariate skew-normal distribution
• Order Statistics

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