Journal article
A note on the paper of Khmaladze et al
Abstract
Let X1,…,Xn be a sequence of i.i.d. random variables from some continuous distribution function F. Let Zn(a) be the number of observations of the sample that appeared after the maximum Mn was already registered and belong to the random interval (Mn−a,Mn](a>0). In this note, we prove a strong limit law for Zn(a) which extends the corresponding result of Khmaladze et al. [Statist. Probab. Lett. 35 (1997) 49].
Authors
Balakrishnan N; Stepanov A
Journal
Statistics & Probability Letters, Vol. 68, No. 4, pp. 415–419
Publisher
Elsevier
Publication Date
July 2004
DOI
10.1016/j.spl.2004.04.014
ISSN
0167-7152