The application of order statistics to multiple integration over a canonical simplex

Sun Ping

Statistics & Probability Letters, 2012, vol. 82, issue 9, 1641-1647

Abstract: We propose an order statistics method for evaluating a multiple integral over a canonical simplex in this work. The method uses the conditional expectation for order statistics from a uniform distribution on [0,1]. We give, as an application, a new proof of classical results of Dirichlet and Liouville. Some new multiple-integral formulas are also obtained.

Keywords: Order statistics; Multiple integral; Conditional expectation; Canonical simplex (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.05.019

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