The Annals of Statistics

Vincentization Revisited

Christian Genest

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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.

Article information

Source
Ann. Statist., Volume 20, Number 2 (1992), 1137-1142.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176348676

Digital Object Identifier
doi:10.1214/aos/1176348676

Mathematical Reviews number (MathSciNet)
MR1165612

Zentralblatt MATH identifier
0746.62004

JSTOR
links.jstor.org

Subjects
Primary: 62A99: None of the above, but in this section
Secondary: 39B40

Keywords
Consensus location-scale family opinion pool shape-preservation Vincent average

Citation

Genest, Christian. Vincentization Revisited. Ann. Statist. 20 (1992), no. 2, 1137--1142. doi:10.1214/aos/1176348676. https://projecteuclid.org/euclid.aos/1176348676


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