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arXiv · 1710.07976

Discrete Distribution for a Wiener Process Range and its Properties

Mohamed Abd Allah El-Hadidy
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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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Mohamed Abd Allah El-Hadidy. 2017-10-22. Discrete Distribution for a Wiener Process Range and its Properties. https://arxiv.org/abs/1710.07976

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