| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151948 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
In this short note we compute the probability density function of the random variable XTXT, where XtXt is a geometric Brownian motion, and where TT is a random variable independent of XtXt and has either a Gamma distribution or it is uniformly distributed. In the last section of the note, the distribution obtained for XTXT is fitted to the data consisting in the academic production of a set of mathematicians.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Eugenio P. Balanzario, Rosalva Mendoza Ramírez, Jorge Sánchez Ortiz,