Identical distributions of single variates and random convex combinations of uniform fractional order statistics

Eric Beutner, Udo Kamps*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

It is shown that any uniform fractional order statistic can be represented in distribution by a random convex combination of any number of neighboring uniform fractional order statistics with weights being products of independent beta distributed random variables. In particular, the result is valid for ordinary order statistics.

Original languageEnglish
Pages (from-to)1950-1959
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume38
Issue number12
DOIs
Publication statusPublished - 1 Jan 2009
Externally publishedYes

Keywords

  • Beta distribution
  • Gamma distribution
  • Ordered Dirichlet distribution
  • Random convex combinations
  • Uniform fractional order statistics

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