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139915

The truncated distribution of the range for a Wiener process: Application to the stock price

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Last updated: 23 Jan 2023

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Abstract

In this paper, the exact truncated distribution of the stock price (truncated distribution
for the range of a Wiener process) is available among the established results in the field of mathematics (Probability
Distributions). Various statistical properties of the distribution are derived including reliability properties,
moments, stress-strength parameter, order statistics, Bonferroni curve, Lorenz curve and Gini's index. A
real data set is analyzed to clarify the effectiveness of this distribution.

DOI

10.21608/djs.2016.139915

Keywords

Truncated distribution, Wiener process, Reliability properties, Order Statistics

Authors

First Name

Abd El-Moneim A.

Last Name

Teamah

MiddleName

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Affiliation

Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt.

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First Name

Mohamed A.

Last Name

El-Hadidy

MiddleName

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Affiliation

Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt.

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Orcid

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First Name

Maraw M.

Last Name

El-Ghoul

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Affiliation

Department of Mathematics, Faculty of Science, Tanta University, Tanta, Egypt.

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Volume

37

Article Issue

1

Related Issue

20702

Issue Date

2016-06-01

Receive Date

2021-01-15

Publish Date

2016-06-01

Page Start

21

Page End

40

Print ISSN

1012-5965

Online ISSN

2735-5306

Article File

DJS_Volume 37_Issue 1_Pages 21-40.pdf

PDF . 1.6MB

Link

https://djs.journals.ekb.eg/article_139915.html

Detail API

https://djs.journals.ekb.eg/service?article_code=139915

Order

3

Type

Research and Reference

Type Code

1,686

Publication Type

Journal

Publication Title

Delta Journal of Science

Publication Link

https://djs.journals.ekb.eg/

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Article

Created At

23 Jan 2023