Distribution of a linear function of correlated ordered variables |
| |
Authors: | Pushpa L. Gupta Ramesh C. Gupta |
| |
Affiliation: | Department of Mathematics and Statistics, University of Maine, Orono, ME 04469-5752, USA |
| |
Abstract: | ![]() In this paper, we have considered the problem of finding the distribution of a linear combination of the minimum and the maximum for a general bivariate distribution. The general results are used to obtain the required distribution in the case of bivariate normal, bivariate exponential of Arnold and Strauss, absolutely continuous bivariate exponential distribution of Block and Basu, bivariate exponential distribution of Raftery, Freund's bivariate exponential distribution and Gumbel's bivariate exponential distribution. The distributions of the minimum and maximum are obtained as special cases. |
| |
Keywords: | Minimum Maximum Bivariate normal distribution ACBVE distribution of Block and Basu Bivariate exponential distribution of Raftery Freund's bivariate exponential distribution Bivariate exponential distribution of Arnold and Strauss Gumbel's bivariate exponential distribution |
本文献已被 ScienceDirect 等数据库收录! |