A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables

DOI10.1080/03610920600672120MaRDI QIDQ5484680zbMATH OpenOpenAlexFDO

Authors Ali İ. Genç

Publication date 21 August 2006

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

Full work available at URL https://doi.org/10.1080/03610920600672120

zbMATH Keywords

bivariate normal distributionorder statisticsmoment generating functionskew normal distributionlinear estimate

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)

Recommendations

• Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution
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• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

Cites work

• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
• Estimation of reliability of a component subjected to bivariate exponential stress
• On linear functions of ordered correlated normal random variables
• Statistical implications of selectively reported inferential results
• The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution

Cited in

(15)

• Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
• Prediction in a trivariate normal distribution via a linear combination of order statistics
• Recurrence relations for bivariate \(t\) and extended skew-\(t\) distributions and an application to order statistics from bivariate \(t\)
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
• Distribution of a linear function of correlated ordered variables
• On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution
• Distributions of Ratios of Two Correlated Skew-Normal Variables and of Ratios of Two Linear Functions of Order Statistics from Bivariate Normal Distribution
• Distributional results for \(L\)-statistics based on random vectors with multivariate elliptical distributions
• Exact distribution of a linear combination of a variable and order statistics from the other two variables of a trivariate elliptical random vector as a mixture of skew-elliptical distributions
• Distribution of linear functions from ordered bivariate log-normal distribution
• Recurrence relations for distributions of a skew-\(t\) and a linear combination of order statistics from a bivariate-\(t\)
• Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
• Selection and order statistics from correlated normal random variables
• \(L\)-statistics from multivariate unified skew-elliptical distributions
• Order statistics and linear combination of order statistics arising from a bivariate selection normal distribution

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