Divided differences and the joint distribution of linear combinations of spacings

Divided differences and the joint distribution of linear combinations of spacings

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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:
Abstract:

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.

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