Generalized random walk and distributions of some rank order statistics
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Publication:909376
DOI10.1016/0378-3758(90)90022-MzbMath0694.62008MaRDI QIDQ909376
Publication date: 1990
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
rank order statistics; crossings; generalized random walk; extended Dwass technique; number of sojourns
62E15: Exact distribution theory in statistics
62G30: Order statistics; empirical distribution functions
60G50: Sums of independent random variables; random walks
Cites Work
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- On the distribution of crossings in a generalized random walk
- Distributions of rank order statistics related to a generalised random walk
- Distributions of rank order statistics related to a generalized random walk
- Simple Random Walk and Rank Order Statistics
- Random Walk and Distributions of Rank Order Statistics