Independent scale-free spacings for the exponential and uniform distributions

Trevor J. Sweeting

Statistics & Probability Letters, 1983, vol. 1, issue 3, 115-119

Abstract: 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.

Keywords: Independent; spacings; outliers; consecutive; discordancy; testing; exponential; sample; uniform; sample (search for similar items in EconPapers)
Date: 1983
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