In this paper, assuming that (X, Y1, Y2)T has a trivariate
normal distribution, we derive the exact joint distribution of (
X, Y(1),
Y(2))^T, where Y(1) and Y(2) are order statistics arising from (Y1, Y2)T .
We show that this joint distribution is a mixture of truncated trivariate
normal distributions and then use this mixture representation to derive
the best (nonlinear) predictiors of X...
