Article ID: | iaor1988814 |
Country: | Israel |
Volume: | 25 |
Issue: | 2 |
Start Page Number: | 346 |
End Page Number: | 354 |
Publication Date: | Jun 1988 |
Journal: | Journal of Applied Probability |
Authors: | Huffer Fred |
The paper presents 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.