Accession Number:

AD0768362

Title:

Locating the Maximum of a Stationary Normal Process.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-08-01

Pagination or Media Count:

10.0

Abstract:

The purpose of the paper is to describe certain results concerning the location L sub T of the maximum of a stationary normal process in the time O or t or T. It is shown that L sub T does not, in general, have a uniform distribution on O or t or T, but is asymptotically so under weak conditions as T nears infinity. The various features of the corresponding discrete time problem are also discussed. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE