Approximating the distribution of the maximum partial sum of normal deviates
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
1. Abramowitz, M., Stegun, I.A., 1972. Handbook of Mathematical Functions. Dover, New York.
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4. The variance of the maximum of partial sums of a finite number of independent normal variates;Anis;Biometrika,1955
5. On the moments of the maximum of partial sums of a finite number of independent normal variables;Anis;Biometrika,1956
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