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The application of order statistics to multiple integration over a canonical simplex

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  • Ping, Sun
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    Abstract

    We propose an order statistics method for evaluating a multiple integral over a canonical simplex in this work. The method uses the conditional expectation for order statistics from a uniform distribution on [0,1]. We give, as an application, a new proof of classical results of Dirichlet and Liouville. Some new multiple-integral formulas are also obtained.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 9 ()
    Pages: 1641-1647

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1641-1647

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    Related research

    Keywords: Order statistics; Multiple integral; Conditional expectation; Canonical simplex;

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