Distribution of linear functions from ordered bivariate log-normal distribution

Ali Genç ()

Statistical Papers, 2012, vol. 53, issue 4, 865-874

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. Copyright Springer-Verlag 2012

Keywords: Maximum; Minimum; Bivariate log-normal; Linear functions of order statistics; Moments of order statistics; 62G30; 62E15 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00362-011-0389-y

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