Vincentization Revisited

The Annals of Statistics · 1992 · Volume 20 · Issue 2

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

#39;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.

Keywords

39B40; 62A99; consensus; location-scale family; opinion pool; shape-preservation; Vincent average;

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