A detailed study of the cosmological properties of X-ray selected AGN is presented. The data are analyzed within the framework of a pure luminosity evolution (PLE) model and the two most population evolutionary forms. Evidence is found for luminosity-dependent luminosity evolution if the evolution function has the exponential form. The simpler PLE model is more acceptable if the data are fitted with a power-law evolution function. Similar results are obtained in the optical domain from an analysis of a sample of optically selected QSOs with z less than 2.2 and B less than 20.