On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution

Roohollah Roozegar (), Ahad Jamalizadeh (), Mehdi Amiri () and Tsung-I Lin ()
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Roohollah Roozegar: Yasouj University
Ahad Jamalizadeh: Shahid Bahonar University of Kerman
Mehdi Amiri: University of Hormozgan
Tsung-I Lin: National Chung Hsing University

METRON, 2018, vol. 76, issue 1, No 6, 99-114

Abstract: Abstract This paper studies the “truncated extended skew elliptically contoured” (TESEC) distributions and their related properties, which have never been discussed in the literature. In particular, we show that the exact distributions of order statistics arising from a doubly truncated bivariate elliptical distribution can be formulated as a mixture of six TESEC distributions. The explicit formulae for computing the corresponding first two moments are also derived. The proposed results are illustrated with a real dataset relating to the mineral content in humerus bones on the dominant and non-dominant sides.

Keywords: Generalized inverse Gaussian distribution; Order statistics; Symmetric generalized hyperbolic distribution; Truncated extended skew elliptically contoured distribution (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s40300-017-0111-5

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