Distribution of linear functions from ordered bivariate log-normal distribution

Genc A. İ.

STATISTICAL PAPERS, vol.53, no.4, pp.865-874, 2012 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 53 Issue: 4
  • Publication Date: 2012
  • Doi Number: 10.1007/s00362-011-0389-y
  • Journal Name: STATISTICAL PAPERS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.865-874
  • Çukurova University Affiliated: Yes

Abstract

In this work we consider the problem of finding the distribution of linear functions of the minimum and the maximum of the bivariate log-normal distribution. We derive the distribution function, density function and moments of these statistics. This work will provide a generalization of the minimum and the maximum cases.