A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables (Q5484680)
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scientific article; zbMATH DE number 5047928
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| English | A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables |
scientific article; zbMATH DE number 5047928 |
Statements
A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables (English)
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21 August 2006
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bivariate normal distribution
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linear estimate
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order statistics
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skew normal distribution
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moment generating function
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0.8349230885505676
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0.8250881433486938
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0.8138735294342041
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0.7759864926338196
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