Discrete Distribution for the Stochastic Range of a Wiener Process and Its Properties-Reference-Cited by-同舟云学术

Discrete Distribution for the Stochastic Range of a Wiener Process and Its Properties

Published:2019-11-21 Issue:04 Volume:18 Page:1950024
ISSN:0219-4775
Container-title:Fluctuation and Noise Letters
language:en
Short-container-title:Fluct. Noise Lett.

Author:

El-Hadidy Mohamed Abd Allah¹²^ORCID

Affiliation:

1. Mathematics and Statistics Department, College of Science, Taibah University, Yanbu, Kingdom of Saudi Arabia

2. Mathematics Department, Faculty of Science, Tanta University, Tanta, Egypt

Abstract

We introduce the discrete distribution of a Wiener process range (DDWPR). Rather than finding some basic distributional properties including hazard rate function, moments, stress-strength parameter and order statistics of this distribution, this paper studies some basic properties of the truncated version of this distribution. The effectiveness of this distribution is established using a data set.

Publisher

World Scientific Pub Co Pte Lt

Subject

General Physics and Astronomy,General Mathematics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S021947751950024X

Reference30 articles.

1. A Bivariate Geometric Distribution with Applications to Reliability

2. Note on the generation of most probable frequency distributions

3. Characterizations of a discrete normal distribution

4. The Discrete Normal Distribution

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