A note on the distribution of linear functions of two ordered correlated normal random variables
Küçük Resim Yok
Tarih
2006
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS INC
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
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.
Açıklama
Anahtar Kelimeler
bivariate normal distribution, linear estimate, order statistics, skew normal distribution
Kaynak
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
35
Sayı
6
