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Range analysis of exchangeable normal variables
Author(s) -
Phien Huynh Ngoc,
Arbhabhirama Anat
Publication year - 1981
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr017i001p00233
Subject(s) - range (aeronautics) , mathematics , mathematical analysis , statistics , engineering , aerospace engineering
An attempt is made in this paper to provide general equations relating the first four moments of the surplus and deficit to the first four moments of the partial sums. Equations for the expected values of the range, the products of the range, surplus, and deficit, to the partial sum over a given period are also derived. The usefulness of these equations is shown by their application to the case of exchangeable normal variables, by which some important results previously derived through complicated integrations are also obtained as special cases.