A note on the distribution of linear functions of two ordered correlated normal random variables
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Date
2006
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
TAYLOR & FRANCIS INC
Access Rights
info:eu-repo/semantics/closedAccess
Abstract
We consider the problem of finding the distribution of linear functions of two ordered correlated normal random variables. We derive some distributional properties for these linear statistics and briefly discuss the use of them in location estimation. The connection of the subject with the skew normal distribution is also noted.
Description
Keywords
bivariate normal distribution, linear estimate, order statistics, skew normal distribution
Journal or Series
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
WoS Q Value
Q4
Scopus Q Value
Q3
Volume
35
Issue
6
