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Volumn 35, Issue 6, 2006, Pages 989-995

A note on the distribution of linear functions of two ordered correlated normal random variables

Author keywords

Bivariate normal distribution; Linear estimate; Order statistics; Skew normal distribution

Indexed keywords

CORRELATION METHODS; LINEAR SYSTEMS; RANDOM PROCESSES; STATISTICAL METHODS;

EID: 33745366454     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920600672120     Document Type: Article
Times cited : (12)

References (12)
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  • 3
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    • The moment-generating function of the minimum of bivariate normal random variables
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  • 6
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    • On the distribution of linear functions and ratios of linear functions of ordered correlated normal random variables with emphasis on range
    • Gupta, S. S., Pillai, K. C. S., Steck, G. P. (1964). On the distribution of linear functions and ratios of linear functions of ordered correlated normal random variables with emphasis on range. Biometrika 51:143-151.
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    • Gupta, S.S.1    Pillai, K.C.S.2    Steck, G.P.3
  • 7
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    • On linear functions of ordered correlated normal random variables
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  • 8
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    • Estimation of reliability of a component subjected to bivariate exponential stress
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  • 9
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    • Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market
    • Lien, D., Balakrishnan, N. (2003). Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. Statist. Probab. Lett. 63:249-257.
    • (2003) Statist. Probab. Lett. , vol.63 , pp. 249-257
    • Lien, D.1    Balakrishnan, N.2
  • 10
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    • Statistical implications of selectively reported inferential results
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    • The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
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  • 12
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    • On the exact distribution of the sum of the largest n - K out of n normal random variables with differing means
    • University of Alberta Statistics Centre, Canada
    • Wiens, D. P., Beaulieu, N. C., Loskot, P. (2003). On the exact distribution of the sum of the largest n - k out of n normal random variables with differing means. Technical Report 03.01. University of Alberta Statistics Centre, Canada.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.