Discrete Distribution for a Wiener Process Range and its Properties

arXiv1710.07976MaRDI QIDQ6292876FDOQ6292876

Authors: Mohamed Abd Allah El-Hadidy 

Publication date: 22 October 2017

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

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