Limiting Distributions of Homogeneous Functions of Sample Spacings
Weiss, Lionel
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 310-312 / Harvested from Project Euclid
Suppose $T_1, T_2, \cdots, T_n$ are the lengths of $n$ subintervals into which the interval $\lbrack 0, 1\rbrack$ is broken by $(n - 1)$ independent chance variables, each with a uniform distribution on $\lbrack 0, 1\rbrack$. Moran [1], Kimball [2], and Darling [3] have shown that if $r$ is a positive number, then the asymptotic distribution of $T_1^r + T_2^r + \cdots + T_n^r$ is normal. It is the purpose of this note to extend this result in two directions: more general functions of $T_1, \cdots, T_n$ are handled, and the joint distribution of several such functions is discussed. The proof is short and very simple.
Publié le : 1958-03-14
Classification: 
@article{1177706734,
     author = {Weiss, Lionel},
     title = {Limiting Distributions of Homogeneous Functions of Sample Spacings},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 310-312},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706734}
}
Weiss, Lionel. Limiting Distributions of Homogeneous Functions of Sample Spacings. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  310-312. http://gdmltest.u-ga.fr/item/1177706734/