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Discrete Distribution for the Stochastic Range of a Wiener Process and Its Properties
Fluctuation and Noise Letters ( IF 1.2 ) Pub Date : 2019-04-22 , DOI: 10.1142/s021947751950024x
Mohamed Abd Allah El-Hadidy 1, 2
Affiliation  

We introduce the discrete distribution of a Wiener process range (DDWPR). Rather than finding some basic distributional properties including hazard rate function, moments, stress-strength parameter and order statistics of this distribution, this paper studies some basic properties of the truncated version of this distribution. The effectiveness of this distribution is established using a data set.

中文翻译:

维纳过程随机范围的离散分布及其性质

我们介绍了维纳过程范围(DDWPR)的离散分布。本文不是寻找该分布的一些基本分布性质,包括危险率函数、矩、应力强度参数和阶数统计,而是研究该分布的截断版本的一些基本性质。这种分布的有效性是使用数据集建立的。
更新日期:2019-04-22
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