Limit laws for the number of near maxima via the Poisson approximation

Anthony G. Pakes and Yun Li

Statistics & Probability Letters, 1998, vol. 40, issue 4, 395-401

Abstract: Given a sequence of i.i.d. random variables, new proofs are given for limit theorems for the number of observations near the maximum up to time n, as n --> [infinity]. The proofs rely on a Poisson approximation to conditioned binomial laws, and they reveal the origin in the limit laws of mixing with respect to extreme value laws. For the case of attraction to the Fréchet law, the effects of relaxing a technical condition are examined. The results are set in the broader context of counting observations near upper order statistics. This involves little extra effort.

Keywords: Order; statistics; Extreme; value; laws; Poisson; approximation (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (15)

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