A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables
DOI10.1080/03610920600672120zbMATH Open1093.62054OpenAlexW2069045213MaRDI QIDQ5484680FDOQ5484680
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
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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)
Cites Work
- Statistical implications of selectively reported inferential results
- On linear functions of ordered correlated normal random variables
- Estimation of reliability of a component subjected to bivariate exponential stress
- The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
- Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
Cited In (13)
- Nonlinear regression in a trivariate elliptical distribution via a linear combination of order statistics
- Title not available (Why is that?)
- 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
- 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
- \(L\)-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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