Decomposing the Joint Distribution of Several Linear Combinations of Uniform Spacings.
Abstract
Using facts about divided differences, we prove an identity which can sometimes express the joint distribution of several linear combinations of uniform spacings as a sum of simpler distributions. This identity is useful in the exact computation of probabilities and expectations which arise in testing for uniformity. Examples are given. Keywords include: Spacings; Uniform distribution; Divided differences; Clustering probabilities.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 25, 1985
- Accession Number
- ADA155056
Entities
People
- F. Huffer
Organizations
- Stanford University