Abstract
Vincentization is a convenient method of aggregating a set of n≥2n≥2 probability distributions F1,…,Fn in such a way that their synthesis, F=T(F1,…,Fn), be of the same functional form as the Fi'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.
Citation
Christian Genest. "Vincentization Revisited." Ann. Statist. 20 (2) 1137 - 1142, June, 1992. https://doi.org/10.1214/aos/1176348676
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