Random sampling from a truncated bivariate normal distribution

Asymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution

Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...

Bayesian Prediction Intervals under Bivariate Truncated Generalized Cauchy Distribution

Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution ...

The Bivariate Normal Distribution

Let U and V be two independent normal random variables, and consider two new random variables X and Y of the form X = aU + bV, Y = cU + dV, where a, b, c, d, are some scalars. Each one of the random variables X and Y is normal, since it is a linear function of independent normal random variables.† Furthermore, because X and Y are linear functions of the same two independent normal random variab...

Optimal Stopping in Sampling from a Bivariate Distribution

This paper studies an optimal stopping problem without recall in which the experimenter observes a sequential random sample from a specified bivariate probability distribution. The problem can be interpreted as deciding to buy a house which has the two-dimensional worth, for example, the values for a husband and for his wife. The concept of equilibrium neutral values is introduced, and by using...

Estimation Using Bivariate Extreme Ranked Set Sampling With Application To The Bivariate Normal Distribution