On the Minimum and Maximum of Bivariate Lognormal Random Variables |
| |
| Authors: | Donald Lien |
| |
| Affiliation: | (1) Department of Economics, University of Texas–San Antonio, 6900 North Loop 1604 West, San Antonio, TX 78249, USA |
| |
| Abstract: | Assume that (X,Y) is a bivariate lognormal vector. Let u = ln(X) and v = ln(Y). Then (u, v) is normally distributed. This note examines the effects of the distribution parameters of (u, v) on the first two moments of the order statistics of (X,Y). AMS 2000 Subject Classification Primary—62G30 |
| |
| Keywords: | lognormal distribution order statistics moments |
| 本文献已被 SpringerLink 等数据库收录！ |
|
