The limit behavior of an interval splitting scheme

Luc Devroye, Gerard Letac and Vanamamalai Seshadri

Statistics & Probability Letters, 1986, vol. 4, issue 4, 183-186

Abstract: We split [0,1] in a uniform manner, take the largest of the two intervals thus obtained, split this interval again uniformly, and continue in this fashion ad infinitum. We show that the extremes of this interval converge almost surely to a beta (2,2) random variable.

Keywords: spacings; uniform; distribution; random; processes; strong; convergence; beta; distribution; limit; laws (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (4)

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