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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.

    Keywords: Uniform Spacings

    Reference

    • STAP-REPORT-1999-002

    Record created on 2006-04-04, modified on 2016-08-08

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