VINCENTIZATION REVISITED

• 成果类型: Article
• 署名作者: GENEST, C
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348676
• 发表日期: 1992
• 页码: 1137-1142
• 关键词: DISTRIBUTIONS

摘要

Vincentization is a convenient method of aggregating a set of n greater-than-or-equal-to 2 probability distributions F1,..., F(n) in such a way that their synthesis, F = T(F1,..., F(n)), be of the same functional form as the F(i)'s when the latter are identical up to a location-scale transformation. A characterization of this combination rule is proposed and some of its consequences are outlined.