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Dependence Structure of Uniform Spacings
Restle, Eva Maria
1999
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.
Type
report
Authors
Restle, Eva Maria
Publication date
1999
Subjects
EPFL units
Available on Infoscience
April 4, 2006
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