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Distribution of linear functions from ordered bivariate log-normal distribution

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  • Ali Genç

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

Suggested Citation

  • Ali Genç, 2012. "Distribution of linear functions from ordered bivariate log-normal distribution," Statistical Papers, Springer, vol. 53(4), pages 865-874, November.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:4:p:865-874
    DOI: 10.1007/s00362-011-0389-y
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    References listed on IDEAS

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