A property of coefficients of variation for ordered bivariate log-normal variables

DOI10.1080/03610929608831792MaRDI QIDQ4337237zbMATH OpenOpenAlexFDO

Authors Donald Lien, David Rearden

Publication date 19 May 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831792

zbMATH Keywords

bivariate log normal distributioncoefficient of variationorder statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

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Cites work

• Moments of ordered bivariate log-normal distributions

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(2)

• Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging
• Cross moments of extreme observai ions from a multtvariate lognormal distribution

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