Decomposing the Joint Distribution of Several Linear Combinations of Uniform Spacings.
STANFORD UNIV CA DEPT OF STATISTICS
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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.
- Statistics and Probability