On the expected range and expected adjusted range of partial sums of exchangeable random variables-Reference-Cited by-同舟云学术

On the expected range and expected adjusted range of partial sums of exchangeable random variables

Published:1973-09 Issue:03 Volume:10 Page:671-677
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:J. Appl. Probab.

Author:

Boes D. C.,Cruz J.D. Salas-La

Abstract

Studies of storage capacity of reservoirs, under the assumption of infinite storage, lead to the problem of finding the distribution of the range or adjusted range of partial sums of random variables. In this paper, formulas for the expected values of the range and adjusted range of partial sums of exchangeable random variables are presented. Such formulas are based on an elegant result given in Spitzer (1956). Some consequences of the aforementioned formulas are discussed.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference7 articles.

1. The Asymptotic Distribution of the Range of Sums of Independent Random Variables

2. ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES

3. On the range of cumulative sums

4. The Mean and Variance of the Maximum of the Adjusted Partial Sums of a Finite Number of Independent Normal Variates

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Hurst Effect: The scale of fluctuation approach;Water Resources Research;1993-12

2. Modeling persistence in hydrological time series using fractional differencing;Water Resources Research;1984-12

3. The Hurst effect under trends;Journal of Applied Probability;1983-09

4. Weak convergence of the adjusted range of cumulative sums of exchangeable random variables;Journal of Applied Probability;1983-06

5. On the variance of the maximum of partial sums of n-exchangeable random variables with applications;Journal of Applied Probability;1980-06