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.
Teamah, A. E. A., El-Hadidy, M. A., & El-Ghoul, M. M. (2016). The truncated distribution of the range for a Wiener process: Application to the stock price. Delta Journal of Science, 37(1), 21-40. doi: 10.21608/djs.2016.139915
MLA
Abd El-Moneim A. Teamah; Mohamed A. El-Hadidy; Maraw M. El-Ghoul. "The truncated distribution of the range for a Wiener process: Application to the stock price". Delta Journal of Science, 37, 1, 2016, 21-40. doi: 10.21608/djs.2016.139915
HARVARD
Teamah, A. E. A., El-Hadidy, M. A., El-Ghoul, M. M. (2016). 'The truncated distribution of the range for a Wiener process: Application to the stock price', Delta Journal of Science, 37(1), pp. 21-40. doi: 10.21608/djs.2016.139915
VANCOUVER
Teamah, A. E. A., El-Hadidy, M. A., El-Ghoul, M. M. The truncated distribution of the range for a Wiener process: Application to the stock price. Delta Journal of Science, 2016; 37(1): 21-40. doi: 10.21608/djs.2016.139915
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