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Divided differences and the joint distribution of linear combinations of spacings

1988; Cambridge University Press; Volume: 25; Issue: 2 Linguagem: Inglês

10.2307/3214442

1475-6072

Fred Huffer,

Bayesian Methods and Mixture Models

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.