A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
From MaRDI portal
Publication:5484680
DOI10.1080/03610920600672120zbMath1093.62054OpenAlexW2069045213MaRDI QIDQ5484680
Publication date: 21 August 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600672120
order statisticsmoment generating functionbivariate normal distributionskew normal distributionlinear estimate
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Point estimation (62F10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)
Related Items
On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution ⋮ Unnamed Item ⋮ Distribution of linear functions from ordered bivariate log-normal distribution ⋮ \(L\)-statistics from multivariate unified skew-elliptical distributions ⋮ Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\) ⋮ Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\) ⋮ Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions ⋮ Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions ⋮ Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution ⋮ Distribution of a linear function of correlated ordered variables ⋮ Prediction in a trivariate normal distribution via a linear combination of order statistics ⋮ Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
Cites Work
- The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
- Estimation of reliability of a component subjected to bivariate exponential stress
- Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
- Statistical implications of selectively reported inferential results
- On linear functions of ordered correlated normal random variables
