## The Annals of Statistics

### Vincentization Revisited

Christian Genest

#### 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

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