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

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Atıf İçin Kopyala

Genc A. İ.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.35, sa.6, ss.989-995, 2006 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 35 Sayı: 6
• Basım Tarihi: 2006
• Doi Numarası: 10.1080/03610920600672120
• Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.989-995
• Çukurova Üniversitesi Adresli: Hayır

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.