On the expected range and expected adjusted range of partial sums of exchangeable random variables
Studies of storage capacity of reservoirs, under the assumption of infinite storage, lead to the problem of finding the distribution of the range or adjusted range of partial sums of random variables. In this paper, formulas for the expected values of the range and adjusted range of partial sums of...
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| Veröffentlicht in: | Journal of applied probability 1973-09, Vol.10 (3), p.671-677 |
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| container_end_page | 677 |
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| container_issue | 3 |
| container_start_page | 671 |
| container_title | Journal of applied probability |
| container_volume | 10 |
| creator | Boes, D. C. Cruz, J.D. Salas-La |
| description | Studies of storage capacity of reservoirs, under the assumption of infinite storage, lead to the problem of finding the distribution of the range or adjusted range of partial sums of random variables. In this paper, formulas for the expected values of the range and adjusted range of partial sums of exchangeable random variables are presented. Such formulas are based on an elegant result given in Spitzer (1956). Some consequences of the aforementioned formulas are discussed. |
| doi_str_mv | 10.2307/3212787 |
| format | Article |
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C.</creatorcontrib><creatorcontrib>Cruz, J.D. Salas-La</creatorcontrib><title>On the expected range and expected adjusted range of partial sums of exchangeable random variables</title><title>Journal of applied probability</title><addtitle>Journal of Applied Probability</addtitle><description>Studies of storage capacity of reservoirs, under the assumption of infinite storage, lead to the problem of finding the distribution of the range or adjusted range of partial sums of random variables. In this paper, formulas for the expected values of the range and adjusted range of partial sums of exchangeable random variables are presented. Such formulas are based on an elegant result given in Spitzer (1956). 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In this paper, formulas for the expected values of the range and adjusted range of partial sums of exchangeable random variables are presented. Such formulas are based on an elegant result given in Spitzer (1956). Some consequences of the aforementioned formulas are discussed.</abstract><cop>Cambridge, UK</cop><pub>Cambridge University Press</pub><doi>10.2307/3212787</doi><tpages>7</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0021-9002 |
| ispartof | Journal of applied probability, 1973-09, Vol.10 (3), p.671-677 |
| issn | 0021-9002 1475-6072 |
| language | eng |
| recordid | cdi_crossref_primary_10_2307_3212787 |
| source | JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing |
| subjects | Eigenfunctions Expected values Partial sums Random variables Short Communications |
| title | On the expected range and expected adjusted range of partial sums of exchangeable random variables |
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