On appropriate procedures for combining probability distributions within the same family

This article considers procedures for combining individual probability distributions that belong to some “family” into a “group” probability distribution that belongs to the same family. The procedures considered are Vincentizing, in which quantiles are averaged across distributions; generalized Vincentizing, in which the quantiles are transformed before averaging; and pooling based on the distribution function or the probability density function. Some of these results are applied to models of reaction time in psychological experiments.