POISSON APPROXIMATIONS FOR THE DISTRIBUTION AND MOMENTS OF ORDERED M-SPACINGS

Authors
GLAZ J NAUS J ROOS M WALLENSTEIN S
Citation
J. Glaz et al., POISSON APPROXIMATIONS FOR THE DISTRIBUTION AND MOMENTS OF ORDERED M-SPACINGS, Journal of Applied Probability, 31A, 1994, pp. 271-281
Citations number
42
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
31A
Year of publication
1994
Pages
271 - 281
Database
ISI
SICI code
0021-9002(1994)31A:<271:PAFTDA>2.0.ZU;2-C
Abstract
This article investigates the accuracy of approximations for the distr ibution of ordered m-spacings for i.i.d. uniform observations in the i nterval (0, 1). Several Poisson approximations and a compound Poisson approximation are studied. The result of a simulation study is include d to assess the accuracy of these approximations. A numerical procedur e for evaluating the moments of the ordered m-spacings is developed an d evaluated for the most accurate approximation.