Independent scale-free spacings for the exponential and uniform distributions.
Statistics & Probability Letters
115 - 119.
It is shown that, by suitable random normalisation, the spacings (differences between order statistics) of exponential and uniform samples are independent. These normalised spacings can be used for consecutive discordancy testing when scale (and possibly also location) parameters are unknown
|Title:||Independent scale-free spacings for the exponential and uniform distributions.|
|Keywords:||Independent spacings, Outliers, Consecutive discordancy testing, Exponential sample, Uniform sample|
|UCL classification:||UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science|
Archive Staff Only