On the distribution of the maximum of bivariate normal random variables with general means and variances

Communications in Statistics - Theory and Methods

Volumn 15, Issue 11, 1986, Pages 3265-3276

  Kella, Offer ^a  

^a Systems Control Technology Inc   (United States)

Author keywords

bivariate normal; laplace Stieltjes transform; order statistics

Indexed keywords

EID: 0007175313     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610928608829308     Document Type: Article

References (4)

1. Barniv, Y., and Kella, O., (1986), “Analysis of a Dynamic Programming Solution to the Detection of Dim Moving Targets.” Technical Report, Systems Control Technology, Inc., 1801 Page Mill Road, Palo Alto, CA 94303-0888.
2. David, H. A., (1981), Order Statistics, Second Edition, John Wiley and Sons.
3. Johnson, N. L., and Kotz, S., (1972), Distribution In Statistics: Continuous Multivariate Distributions, John Wiley and Sons.
4. Owen, D. B., and Steck, G. P., (1962), “Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution,” Annals of Mathematical Statistics 3: 1286–1291.