VINCENTIZATION REVISITED

被引:19
作者
GENEST, C
机构
关键词
CONSENSUS; LOCATION-SCALE FAMILY; OPINION POOL; SHAPE-PRESERVATION; VINCENT AVERAGE;
D O I
10.1214/aos/1176348676
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Vincentization is a convenient method of aggregating a set of n greater-than-or-equal-to 2 probability distributions F1,..., F(n) in such a way that their synthesis, F = T(F1,..., F(n)), be of the same functional form as the F(i)'s when the latter are identical up to a location-scale transformation. A characterization of this combination rule is proposed and some of its consequences are outlined.
引用
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页码:1137 / 1142
页数:6
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