Distribution of linear functions from ordered bivariate log-normal distribution

Genc A. İ.

STATISTICAL PAPERS, cilt.53, ss.865-874, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 53 Konu: 4
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1007/s00362-011-0389-y
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayısı: ss.865-874

Özet

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.