Discrete Distribution for a Wiener Process Range and its Properties

10/22/2017

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by   Mohamed Abd Allah El-Hadidy, et al.

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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.