RT - Journal Article
T1 - Prediction in a Trivariate Normal Distribution via Two Order Statistics
JF - JIRSS
YR - 2012
JO - JIRSS
VO - 11
IS - 1
UR - http://jirss.irstat.ir/article-1-174-en.html
SP - 39
EP - 56
K1 - Exchangeability
K1 - linear and nonlinear predictors
K1 - multivariate selection normal distribution
K1 - multivariate unified skew-normal distribution
K1 - order statistics
K1 - truncated trivariate normal distribution.
AB - In this paper, assuming that (X, Y1, Y2)T has a trivariate normal distribution, we derive the exact joint distribution of ( X, Y(1), Y(2))^T, where Y(1) and Y(2) are order statistics arising from (Y1, Y2)T . We show that this joint distribution is a mixture of truncated trivariate normal distributions and then use this mixture representation to derive the best (nonlinear) predictiors of X in terms of ( Y(1), Y(2))^T. We also predict Y(1) in terms of ( X, Y(2) )^T , and Y(2) in terms of ( X, Y(1))^T. Finally illustrate the usefulness of these results by using real-life data.
LA eng
UL http://jirss.irstat.ir/article-1-174-en.html
M3
ER -