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Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval

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  • Johnson, Norman L.
  • Kotz, Samuel

Abstract

A method of calculating moments of distributions of limit points of certain procedures for iterated random subdivision of finite intervals is applied to some specific examples. Since the ranges of these distributions are finite, the moments, in principle determine the limit distributions. Several specific applications are included.

Suggested Citation

  • Johnson, Norman L. & Kotz, Samuel, 1995. "Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval," Statistics & Probability Letters, Elsevier, vol. 24(2), pages 111-119, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:2:p:111-119
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    References listed on IDEAS

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    1. Chen, Robert & Goodman, Richard & Zame, Alan, 1984. "Limiting distributions of two random sequences," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 221-230, April.
    2. Herz, Carl, 1988. "Splitting intervals," Statistics & Probability Letters, Elsevier, vol. 7(1), pages 3-7, July.
    3. Devroye, Luc & Letac, Gerard & Seshadri, Vanamamalai, 1986. "The limit behavior of an interval splitting scheme," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 183-186, June.
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    Cited by:

    1. McKinlay, Shaun, 2017. "On beta distributed limits of iterated linear random functions," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 33-41.
    2. Barrera, Javiera & Huillet, Thierry, 2004. "On random splitting of the interval," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 237-250, February.

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