... yydyyyydyYy111 22 11 2 1 2 2 2 2 2 22 1 2 2 2 0 22 ()−∞∞∞=−+⎛⎝⎜⎞⎠⎟=−+()⎡⎣⎢⎢⎤⎦⎥⎥∫∫ππexp exp .Setyyt yty1 2 2 2 2 2 1 2 1 2 21+()==+, so thatand 2 2110 22 1 2 22 1 2 ydydtyydydtyt=+=+∈∞[),,,.orThus ... 0, and −ρ if cd < 0;ii) (cX + dY, cX − dY)′ ϳ N(cμ1+ dμ 2 , cμ1− dμ 2 ,τ 2 1,τ 2 2,ρ0), whereτσσρσστσσρσσρσσττ1 22 1 22 2 2 12 2 22 1 22 2 2 12 0 2 1 22 2 2 12 22= ++ ... ThenFxxxaxx()=≤−−<<≥⎧⎨⎪⎪⎩⎪⎪01,,,,ααβαββ10.1 Order Statistics and Related Distributions 24 99.1 The Univariate Case 22 7HenceJyyyyyyyyyy Jy=−−=− + = = 21 21 21 2 12 2 2 1and .Next,fxxxxxxxxXX 12 12 11 2 1 12 12 1 22 2 000,,exp...