On bounded range distribution of a Wiener process
- 24 January 2022
- journal article
- research article
- Published by Taylor & Francis Ltd in Communications in Statistics - Theory and Methods
- Vol. 51 (4), 919-942
- https://doi.org/10.1080/03610926.2016.1267766
Abstract
We present an exact distribution for the bounded range of a Wiener process by using the truncation method of the probability distributions. Rather than deriving some statistical properties of this distribution including reliability properties, moments, stress-strength parameter, order statistics, Bonferroni curve, Lorenz curve and Gini's index, a data set is analyzed to clarify the effectiveness of this distribution.Keywords
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