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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Random partition of an interval – Dirichlet distributed?

Let $X_1, \ldots, X_N \sim \operatorname{Unif}[0,1]$ and consider the intervals between successive order statistics: $[0, X_{(1)}], [X_{(1)}, X_{(2)}], \ldots, [X_{(N)}, 1]$. What is the distribution …