Vincentization Revisited

Christian Genest

doi:10.1214/aos/1176348676

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Home > Journals > Ann. Statist. > Volume 20 > Issue 2 > Article

June, 1992 Vincentization Revisited

Christian Genest

Ann. Statist. 20(2): 1137-1142 (June, 1992). DOI: 10.1214/aos/1176348676

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Abstract

Vincentization is a convenient method of aggregating a set of $n \geq 2$ probability distributions $F_1, \ldots, F_n$ in such a way that their synthesis, $F = T(F_1, \ldots, F_n)$, 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.