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

E.A. Beutner; U. Kamps

doi:10.1080/03610920802503388

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

E.A. Beutner, U. Kamps^*

^*Corresponding author for this work

Quantitative Economics

Research output: Contribution to journal › Article › Academic › peer-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 language	English
Pages (from-to)	1950-1959
Number of pages	38
Journal	Communications in Statistics - Theory and Methods
Volume	38
Issue number	12
DOIs	https://doi.org/10.1080/03610920802503388
Publication status	Published - 1 Jan 2009

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10.1080/03610920802503388

Cite this

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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.",

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