Distributions of Gamma m-Spacings

Mohamed I. Riffi

Abstract


This paper is concerned with the distributions of the -spacings of order statistics associated with a sample from a two-parameter gamma population when the shape parameter is a positive integer. We prove that the -spacings have finite mixture distributions with negative components, each of which in turn has a finite gamma mixture distribution. We write the probability density function of the -spacings in closed form and provide a Mathematica code for the implementation.


Keywords


Gamma distribution; Gamma mixture; Negative gamma mixtures; Incomplete gamma function; Order

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