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Dirichlet integrals and moments of gamma distribution order statistics

Author

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  • Sobel, Milton
  • Wells, Martin

Abstract

Although it is known that Dirichlet integrals can be expressed in terms of the integrals of gamma functions, the present note shows that moments of the order statistics of gamma random variables can be conveniently and exactly expressed in terms of (and also calculated from) Dirichlet integrals; of course the accuracy will depend on the accuracy of the underlying Dirichlet integral table. In addition, these results are then used to get distribution theory results on ordered uniform spacings.

Suggested Citation

  • Sobel, Milton & Wells, Martin, 1990. "Dirichlet integrals and moments of gamma distribution order statistics," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 431-437, May.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:5:p:431-437
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    Cited by:

    1. Aaron Childs, 2010. "Vector Extensions of the Dirichlet HC and HD Functions, with Applications to the Sharing Problem," Methodology and Computing in Applied Probability, Springer, vol. 12(1), pages 91-109, March.

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