A note on the paper of Khmaladze et al

N. Balakrishnan and A. Stepanov

Statistics & Probability Letters, 2004, vol. 68, issue 4, 415-419

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].

Keywords: Near-maximum; observations; Barndorff-Nielsen's; lemma; Strong; law (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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