On bounded range distribution of a Wiener process

Abd El-Moneim A. Teamah, Mohamed Abd Allah El-Hadidy and Maraw M. El-Ghoul

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 4, 919-942

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 dataset is analyzed to clarify the effectiveness of this distribution.

Date: 2022
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DOI: 10.1080/03610926.2016.1267766

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