Discover what a log-normal distribution is, its financial applications, and how to calculate it, including using Excel for ...

In this note it is shown that P (η - ξ > 0) can easily be calculated using tables of the bivariate normal distribution, where ξ, η are independent, ξ has a normal distribution, and η has a truncated ...

Explicit expressions for estimators of the parameters of a bivariate normal distribution doubly truncated with respect to both random variables are given in terms of sample moments. These estimators ...