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High Dimensional Probability VIIFechner’s Distribution and Connections to Skew Brownian Motion

High Dimensional Probability VII: Fechner’s Distribution and Connections to Skew Brownian Motion [This note investigates two aspects of Fechner’s two-piece normal distribution: (1) connections with the mean-median-mode inequality and (strong) log-concavity; (2) connections with skew and oscillating Brownian motion processes. The developments here have been inspired by Wallis (Stat Sci 29:106–112, 2014) and rely on Chen and Zili (Sci China Math 58:97–108, 2015).] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

High Dimensional Probability VIIFechner’s Distribution and Connections to Skew Brownian Motion

Part of the Progress in Probability Book Series (volume 71)
Editors: Houdré, Christian; Mason, David M.; Reynaud-Bouret, Patricia; Rosiński, Jan

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References (30)

Publisher
Springer International Publishing
Copyright
© Springer International Publishing Switzerland 2016
ISBN
978-3-319-40517-9
Pages
203 –216
DOI
10.1007/978-3-319-40519-3_9
Publisher site
See Chapter on Publisher Site

Abstract

[This note investigates two aspects of Fechner’s two-piece normal distribution: (1) connections with the mean-median-mode inequality and (strong) log-concavity; (2) connections with skew and oscillating Brownian motion processes. The developments here have been inspired by Wallis (Stat Sci 29:106–112, 2014) and rely on Chen and Zili (Sci China Math 58:97–108, 2015).]

Published: Sep 22, 2016

Keywords: Fechner’s law; Local time; Mean; Median; Mode; Oscillating Brownian motion; Pieced half normal; Quantiles; Skewed Brownian motion

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