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A note on the number of observations near an order...
Journal article

A note on the number of observations near an order statistic

Abstract

Let X1,…,Xn be a sequence of independent identically distributed random variables with some continuous distribution function F. Let X1,n⩽⋯⩽Xn,n be the order statistics generated by the sample. Denote the number of observations registered in the random interval (Xn-k,n-a,Xn-k,n] by K-(n,k,a) if a>0 and by K+(n,k,a) if a<0. Some limit results for K- and K+ are established in this paper. The asymptotic independence of neighboring spacings is proved for some class of continuous distributions F.

Authors

Balakrishnan N; Stepanov A

Journal

Journal of Statistical Planning and Inference, Vol. 134, No. 1, pp. 1–14

Publisher

Elsevier

Publication Date

September 1, 2005

DOI

10.1016/j.jspi.2004.01.018

ISSN

0378-3758

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