Prediction in a trivariate normal distribution via a linear combination of order statistics
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
In this paper, by considering a trivariate normal distribution, we derive the exact joint distribution of one variable and a linear combination of order statistics from the other two variables. We show that this joint distribution is a mixture of unified bivariate skew-normal distributions. This mixture for them enables us to predict the variable based on a linear combination of order statistics from the other two variables. We finally illustrate the usefulness of these results by using a real-life data.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Jamalizadeh, A. ve Habibi, M. (2009). Prediction in a trivariate normal distribution via a linear combination of order statistics. Maltepe Üniversitesi. s. 68.
