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

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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Year of publication:	2012
Authors:	Ping, Sun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1641-1647
Publisher:	Elsevier
Subject:	Order statistics \| Multiple integral \| Conditional expectation \| Canonical simplex

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010597145