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Divided differences and the joint distribution of linear combinations of spacings

Published online by Cambridge University Press:  14 July 2016

Fred Huffer
Fred Huffer*
Affiliation:
The Florida State University
*
∗ Postal address: Department of Statistics, The Florida State University, Tallahassee, FL 32306, USA.
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Abstract

We present an identity which can sometimes express the joint distribution of several linear combinations of uniform spacings as a sum of simpler distributions. Examples are given to show that this identity is useful in the exact computation of probabilities and expectations which arise in testing for uniformity. The identity is also used to provide a new derivation of the distribution of a linear combination of spacings.

Keywords

UNIFORM DISTRIBUTIONCLUSTERING PROBABILITIES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 25 , Issue 2 , June 1988 , pp. 346 - 354
Copyright
Copyright © Applied Probability Trust 1988 

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Footnotes

Research supported by Office of Naval Research under contracts N00014-76-C-0475 and N00014-86-K-0156.

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