Abstract
Let X1, X2,…, Xn be a sequence of independent, identically distributed positive integer random variables. We study the asymptotics of the likelihood that the sample maximum is achieved k times and in its spacing relative to the second highest value. Earlier and other results are discussed in context. Also, some investigation is made when the sample is Markovian. Different results emerge in this case.
Original language | English (US) |
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Pages (from-to) | 243-249 |
Number of pages | 7 |
Journal | Statistics and Probability Letters |
Volume | 54 |
Issue number | 3 |
DOIs | |
State | Published - Oct 1 2001 |
Externally published | Yes |
Keywords
- Asymptotics
- Extreme
- Order statistics
- Primary 62G32
- Secondary 47F30
- Uniqueness
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty