Dependence Structure of Uniform Spacings

This note derives a general, exact formula for the covariance of products of the spacings of a uniform sample in order to determine their order of magnitude. It compares the results with an estimation of the order obtained by applying the Cauchy--Schwarz inequality.


Year:
1999
Keywords:
Laboratories:




 Record created 2006-04-04, last modified 2018-03-17


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