The Distribution of the Maximum of Partial Sums of Independent Random Variables
- 1 January 1950
- journal article
- Published by Canadian Mathematical Society in Canadian Journal of Mathematics
- Vol. 2, 375-384
- https://doi.org/10.4153/cjm-1950-034-9
Abstract
1. The problem. It has been shown [1] that if Xi, + X2, … are independent random variables each of density then(1.1)Keywords
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