Simple Random Walk Statistics. Part I: Discrete Time Results
In a famous paper Dwass [I9671 proposed a method to deal with rank order statistics, which constitutes a unifying framework to derive various distributional results. In the present paper an alternative method is presented, which allows to extend Dwass's results in several ways, viz. arbitrary e...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1990
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| Online Access: | http://epub.wu.ac.at/1078/1/document.pdf |