Abstract
Let the distribution of\(\ell n\) X be that of the first passage times of standard Brownian motion. Properties of the distribution ofX are considered, and results concerning the maximum likelihood estimate ofE (1/X) are described.
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Roy, L.K. The logarithmic distribution of first passage times of standard Brownian motion. Trab. Estad. Invest. Oper. 23, 125–128 (1972). https://doi.org/10.1007/BF03004953
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DOI: https://doi.org/10.1007/BF03004953