Search

Your search keyword '"Maraw M. El-Ghoul"' showing total 2 results
Start Over Author "Maraw M. El-Ghoul"
2 results on '"Maraw M. El-Ghoul"'

1. On bounded range distribution of a Wiener process

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

2. The truncated distribution of the range for a Wiener process: Application to the stock price

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

Catalog

Books, media, physical & digital resources
See catalog results