Recursive splitting of an interval when the proportions are identical and independent random variables

C. J. Lloyd and E. J. Williams

Stochastic Processes and their Applications, 1988, vol. 28, issue 1, 111-122

Abstract: Imagine a stick broken at a random point according to the known distribution function F, the right hand piece being discarded. The remaining left hand piece is then broken according to the same (but rescaled) distribution F ad infinitum. What is the largest piece discarded and at what stage of the process does it occur? Using a basic recursive property, these and related questions are studied, in particular when the distribution F is uniform.

Keywords: uniform; distribution; order; statistics; recurrence; relation (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (3)

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