Distribution of linear functions from ordered bivariate log-normal distribution
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Publication:1928372
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Cites work
- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
- A note on skew-elliptical distributions and linear functions of order statistics
- Distribution of a linear function of correlated ordered variables
- Empirical Estimation of Risk Measures and Related Quantities
- Failure rate of the minimum and maximum of a multivariate normal distribution
- Modeling heterogeneity for bivariate survival data by the Weibull distribution
- Moments of ordered bivariate log-normal distributions
- On linear functions of ordered correlated normal random variables
- On order statistics from bivariate skew-normal and skew-\(t_{\nu}\) distributions
- On the distribution of the maximum of bivariate normal random variables with general means and variances
- On the exact distribution of linear combinations of order statistics from dependent random variables
- On the maximum of bivariate normal random variables
- On the minimum and maximum of bivariate lognormal random variables
- Properties of systems with two exchangeable Pareto components
- Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
- Some general results for moments in bivariate distributions
- Weibull extension of bivariate exponential regression model with different frailty distributions
Cited in
(6)- A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
- Moments of ordered bivariate log-normal distributions
- Distribution of a linear function of correlated ordered variables
- Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution
- Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging
- On the distribution of some ordered variables
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