A Note on the Distribution of Linear Functions of Two Ordered Correlated Normal Random Variables |
| |
| Authors: | Ali İ. Genç |
| |
| Affiliation: | 1. Department of Mathematics , Nigde University , Nigde , Turkey agenc@nigde.edu.tr |
| |
| Abstract: | 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. |
| |
| Keywords: | Bivariate normal distribution Linear estimate Order statistics Skew normal distribution |
|
