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


Genc A. İ.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.35, ss.989-995, 2006 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 35 Konu: 6
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1080/03610920600672120
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.989-995

Özet

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.