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Details for article 17 of 22 found articles
| Title: |
On the distribution of the maximum of bivariate normal random variables with general means and variances |
| Author: |
Kella, Offer |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 15 (1986) nr. 11 pages 3265-3276 |
| Year: |
1986 |
| Contents: |
A great amount of effort has been devoted to achieving exact expressions for moments of order statistics of independent normal random variables, as well as the dependent case with the same correlation coefficients, means and variances. It does not seem as if there are handy formulae for the order statistics of even the simple bivariate normal random variables when the means and variances are allowed to be different. In this paper we give an explicit formula for the Lanl ace-Stielties Transform of the maximum of bivariate normal random variables by which we obtain formulae for the first two moments in the standard way. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 17 of 22 found articles
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