Orthogonal Spacings

Barry C. Arnold and Jose A. Villasenor

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 19, 3998-4006

Abstract: It is well known that if X1, X2 are independent exponential random variables then the two corresponding spacings X1: 2 and X2: 2 − X1: 2 are independent random variables. Under mild continuity regularity conditions, such independence characterizes the possibly shifted exponential distribution. If instead, it is only assumed that the two spacings are orthogonal, a variety of non-exponential distributions can be expected to be encountered. Certain classes of distributions which do not have orthogonal spacings are described. Negatively correlated spacings appear to be most common. Several strategies are investigated for identifying distributions for which the two spacings are orthogonal. Extensions to samples of sizes greater than two are discussed.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.990100 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:19:p:3998-4006

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.990100

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().