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On the maximum and minimum in a bivariate uniform distribution
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 Title & Authors
On the maximum and minimum in a bivariate uniform distribution
Lee, Changsoo; Shin, Hyejung; Moon, Yeung-Gil;
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 Abstract
We obtain means and variances of max {X, Y} and min {X, Y} in the underlying Morgenstern type bivariate uniform variables X and Y with same scale parameters and different scale parameters respectively. And we obtain the conditional expectations in the underlying Morgenstern type bivariate uniform variables. Here, we shall consider the conditional expectations to know the dependence of one variable on the other variable and we consider the behaviors of means and variances of max {X, Y} and min {X, Y} with respect to changes in means, variances, and the correlation coeffcient of the underlying Morgenstern type bivariate uniform variables.
 Keywords
Correlation coeffcient;maximum;minimum;monotone function;Morgenstern bivariate uniform distribution;
 Language
English
 Cited by
 References
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