On bounded range distribution of a Wiener process

DOI10.1080/03610926.2016.1267766OpenAlexW2560260052MaRDI QIDQ5079834

Abd El-Moneim A. Teamah, Mohamed Abd Allah El-Hadidy, Maraw M. El-Ghoul

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1267766

zbMATH Keywords

order statisticsWiener processtruncated distributionstatistical properties of the distribution

Mathematics Subject Classification ID

Statistics (62-XX) Brownian motion (60J65) Other physical applications of random processes (60K40) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

On Multivariate Distribution of n- Dimensional Brownian Diffusion Particle in the Fluid

Cites Work

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• Fitting truncated geometric distributions in large scale real world networks
• Some truncated distributions
• The distribution and quantiles of the range of a Wiener process
• The truncated normal distribution: applications to queues with impatient customers
• The Estimation of Reliability from Stress-Strength Relationships
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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