A note on the distribution of linear functions of two ordered correlated normal random variables

被引：11

作者：

Genç, AI ^{[1
]}

机构：

[1] Nigde Univ, Dept Math, TR-51200 Nigde, Turkey

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2006年 / 35卷 / 06期

关键词：

bivariate normal distribution; linear estimate; order statistics; skew normal distribution;

D O I：

10.1080/03610920600672120

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the problem of finding the distribution of linear functions of two ordered correlated normal random variables. We derive some distributional properties for these linear statistics and briefly discuss the use of them in location estimation. The connection of the subject with the skew normal distribution is also noted.

引用

页码：989 / 995

页数：7

共 12 条

[1] AZZALINI A, 1985, SCAND J STAT, V12, P171
[2] BERRY DA, 1992, J R STAT SOC C-APPL, V41, P499
[3] THE MOMENT-GENERATING FUNCTION OF THE MINIMUM OF BIVARIATE NORMAL RANDOM-VARIABLES
CAIN, M
[J]. AMERICAN STATISTICIAN, 1994, 48 (02) : 124 - 125
[4] DAGOSTINO RB, 1986, GOODNESS OF FIT TECH
[5] DAVID HA, 1981, ORDER STAT
[6] ON LINEAR FUNCTIONS OF ORDERED CORRELATED NORMAL RANDOM VARIABLES
GUPTA, SS
PILLAI, KCS
[J]. BIOMETRIKA, 1965, 52 : 367 - &
[7] GUPTA SS, 1964, BIOMETRIKA, V51, P143
[8] Estimation of reliability of a component subjected to bivariate exponential stress
Hanagal, DD
[J]. STATISTICAL PAPERS, 1999, 40 (02) : 211 - 220
[9] Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market
Lien, D
Balakrishnan, N
[J]. STATISTICS & PROBABILITY LETTERS, 2003, 63 (03) : 249 - 257
[10] Statistical implications of selectively reported inferential results
Loperfido, N
[J]. STATISTICS & PROBABILITY LETTERS, 2002, 56 (01) : 13 - 22

← 1 2 →