Distributions of rank order statistics related to a generalised random walk (Q1067310)
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English | Distributions of rank order statistics related to a generalised random walk |
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Distributions of rank order statistics related to a generalised random walk (English)
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1985
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Let \(W_ i\), \(i\geq 1\), be a sequence of independent identically distributed random variables taking values 1 and -\(\mu\) where \(\mu\) is a positive integer. For the generalized random walk \(\{S_ j:\quad S_ j=\sum^{j}_{i=1}W_ i,\quad S_ 0=0\},\) the paper obtains joint distributions of some subsets of the following statistics which are functions of \(S_ j\) for \(1\leq j\leq n:\) number of positive and negative sojourns, number of crossings, number of positive and negative reflections and total length of positive sojourns. These can be viewed as rank order statistics from two-sample data. A technique developed by \textit{M. Dwass} [Ann. Math. Stat. 38, 1042-1053 (1967; Zbl 0162.502)] is used in the proofs. This paper extends the work of \textit{S. G. Mohanty} and \textit{B. R. Handa} [Stud. Sci. Math. Hung. 5(1970), 267-276 (1971; Zbl 0237.62040)].
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generalized random walk
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number of crossings
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rank order statistics
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