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
Descriptors:
Subject Categories:
- Statistics and Probability