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On bounded range distribution of a Wiener process

Authors :
Mohamed Abd Allah El-Hadidy
Abd El-Moneim A. Teamah
Maraw M. El-Ghoul
Source :
Communications in Statistics - Theory and Methods. 51:919-942
Publication Year :
2022
Publisher :
Informa UK Limited, 2022.

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 ...

Subjects

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

Details

ISSN :
1532415X and 03610926
Volume :
51
Database :
OpenAIRE
Journal :
Communications in Statistics - Theory and Methods
Accession number :
edsair.doi...........6ed2828bc634f70eb0495e30b77d593e

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