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

DOI10.1080/03610929608831792zbMATH Open0900.62258OpenAlexW1970939679MaRDI QIDQ4337237FDOQ4337237

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

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zbMATH Keywords

order statisticscoefficient of variationbivariate log normal distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Cites Work

• Moments of ordered bivariate log-normal distributions

Cited In (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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