Distribution of linear functions from ordered bivariate log-normal distribution

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

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Year of publication:	2012
Authors:	Genç, Ali
Published in:	Statistical Papers. - Springer. - Vol. 53.2012, 4, p. 865-874
Publisher:	Springer
Subject:	Maximum \| Minimum \| Bivariate log-normal \| Linear functions of order statistics \| Moments of order statistics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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