On the minimum and maximum of bivariate lognormal random variables

DOI10.1007/S10687-005-4861-8MaRDI QIDQ2488472zbMATH OpenOpenAlexFDO

Authors Donald Lien

Publication date 24 May 2006

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-005-4861-8

zbMATH Keywords

momentscorrelationmonotonicity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• On the maximum of bivariate normal random variables
• Some properties of the minimum and the maximum of random variables with joint logconcave distributions
• Certain bivariate distributions and random processes connected with maxima and minima
• On the distribution of the maximum of bivariate normal random variables with general means and variances
• Minimax estimation for the bounded mean of a bivariate normal distribution
• scientific article; zbMATH DE number 845733
• Minimax estimation of a bivariate cumulative distribution function
• Log-concavity of the extremes from Gumbel bivariate exponential distributions

Cites work

• Moments of ordered bivariate log-normal distributions
• On the maximum of bivariate normal random variables

Cited in

(7)

• scientific article; zbMATH DE number 845733 (Why is no real title available?)
• Evaluation of minimum and maximum of a correlated pair of random variables via the bivariate laguerre transform
• On the maximum of bivariate normal random variables
• The Logarithm of the Sum of Two Correlated Log-Normal Variates
• Distribution of linear functions from ordered bivariate log-normal distribution
• On extremes of two-dimensional Student-t distribution of the Marshall-Olkin type
• Copula-based properties of the bivariate Dagum distribution

This page was built for publication: On the minimum and maximum of bivariate lognormal random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2488472)