Author: "Maraw M. El-Ghoul" / Publication Year Range: Last 10 years - Searchworks@Jio Institute Digital Library Search Results

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Author: Mohamed Abd Allah El-Hadidy, Abd El-Moneim A. Teamah, and Maraw M. El-Ghoul
Subjects: Statistics and Probability, Mathematical analysis, 0102 computer and information sciences, Brownian bridge, 01 natural sciences, Ratio distribution, 010104 statistics & probability, symbols.namesake, Univariate distribution, Reflected Brownian motion, Wiener process, Sampling distribution, 010201 computation theory & mathematics, Bounded function, symbols, Probability distribution, 0101 mathematics, Mathematics
Abstract: We present an exact distribution for the bounded range of a Wiener process by using the truncation method of the probability distributions. Rather than deriving some statistical properties of this ...
Published: 2022
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Author: Mohamed Abd Allah El-Hadidy, Abd El-Moneim A. Teamah, and Maraw M. El-Ghoul
Subjects: symbols.namesake, Index (economics), Bonferroni correction, Wiener process, Distribution (number theory), Order statistic, symbols, Range (statistics), Applied mathematics, Lorenz curve, Mathematics, Truncated distribution
Abstract: In this paper, the exact truncated distribution of the stock price (truncated distributionfor the range of a Wiener process) is available among the established results in the field of mathematics (ProbabilityDistributions). Various statistical properties of the distribution are derived including reliability properties,moments, stress-strength parameter, order statistics, Bonferroni curve, Lorenz curve and Gini’s index. Areal data set is analyzed to clarify the effectiveness of this distribution.
Published: 2016
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