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