The application of order statistics to multiple integration over a canonical simplex
AbstractWe 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 InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 9 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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