On a Class of Problems Related to the Random Division of an Interval
Darling, D. A.
Ann. Math. Statist., Tome 24 (1953) no. 4, p. 239-253 / Harvested from Project Euclid
Let $X_1, X_2, \cdots, X_n$ be $n$ independent random variables each distributed uniformly over the interval (0, 1), and let $Y_0, Y_1, \cdots, Y_n$ be the respective lengths of the $n + 1$ segments into which the unit interval is divided by the $\{X_i\}$. A fairly wide class of statistical problems is related to finding the distribution of certain functions of the $Y_j$; these problems are reviewed in Section 1. The principal result of this paper is the development of a contour integral for the characteristic function (ch. fn.) of the random variable $W_n = \sum^n_{j=0} h_j(Y_j)$ for quite arbitrary functions $h_j(x)$, this result being essentially an extension of the classical integrals of Dirichlet. The cases of statistical interest correspond to $h_j(x) = h(x),$ independent of $j$. There is a fairly extensive literature devoted to studying the distributions for various functions $h(x)$. By applying our method these distributions and others are readily obtained, in a closed form in some instances, and generally in an asymptotic form by applying a steepest descent method to the contour integral.
Publié le : 1953-06-14
Classification: 
@article{1177729030,
     author = {Darling, D. A.},
     title = {On a Class of Problems Related to the Random Division of an Interval},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 239-253},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729030}
}
Darling, D. A. On a Class of Problems Related to the Random Division of an Interval. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  239-253. http://gdmltest.u-ga.fr/item/1177729030/