THE MEAN AND VARIANCE OF THE MAXIMUM OF THE ADJUSTED PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES

作者: M. E. Solari , A. A. Anis

DOI: 10.1214/AOMS/1177706882

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参考文章(5)
A. A. ANIS, E. H. LLOYD, ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES Biometrika. ,vol. 40, pp. 35- 42 ,(1953) , 10.1093/BIOMET/40.1-2.35
William Feller, The Asymptotic Distribution of the Range of Sums of Independent Random Variables Annals of Mathematical Statistics. ,vol. 22, pp. 427- 432 ,(1951) , 10.1214/AOMS/1177729589
H. E. Hurst, Long-Term Storage Capacity of Reservoirs Transactions of the American Society of Civil Engineers. ,vol. 116, pp. 770- 799 ,(1951) , 10.1061/TACEAT.0006518