Discrete Distribution for a Wiener Process Range and its Properties
Statistics Theory
2017-10-24 v1 Statistics Theory
Abstract
We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this work studies some basic properties of the truncated version of this distribution. The effectiveness of this distribution is established using a data set.
Cite
@article{arxiv.1710.07976,
title = {Discrete Distribution for a Wiener Process Range and its Properties},
author = {Mohamed Abd Allah El-Hadidy},
journal= {arXiv preprint arXiv:1710.07976},
year = {2017}
}
Comments
28 pages, 12 figures, 3 tables