首页   按字顺浏览 期刊浏览 卷期浏览 The Logarithm of the Sum of Two Correlated Log-Normal Variates
The Logarithm of the Sum of Two Correlated Log-Normal Variates

 

作者: M.A. Hamdan,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1971）
卷期: Volume 66, issue 333  

页码: 105-106

 

ISSN:0162-1459

 

年代: 1971

 

DOI:10.1080/01621459.1971.10482229

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Naus [2] derived the moment generating function of the logarithm of the sum of two variates whose logarithms are independent normal variates with equal variances. The present article generalizes the results of Naus to the case when the logarithms of the variates have a bivariate normal distribution with unequal variances and correlation coefficient ρ.

 

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