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A note on the number of records near the maximum

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  • Li, Yun

Abstract

Let {Xn,n[greater-or-equal, slanted]1} be a sequence of independent identically distributed random variables with the continuous distribution function F(x). Let Kn(a) denote the number of values j[set membership, variant]{1,2,...,n} for which Xj[set membership, variant](Mn-a,Mn], where Mn=max{X1,...,Xn} and a is a positive constant. In this paper we prove that limn-->[infinity] E(Kn(a))=1 if and only if Kn(a) converges in probability to one, if and only if when F(x) has a thick tail. Furthermore, we will give a necessary and sufficient condition for

Suggested Citation

  • Li, Yun, 1999. "A note on the number of records near the maximum," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 153-158, June.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:2:p:153-158
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    References listed on IDEAS

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    1. Qi, Yongcheng & Wilms, R. J. G., 1997. "The limit behavior of maxima modulo one and the number of maxima," Statistics & Probability Letters, Elsevier, vol. 32(4), pages 357-366, April.
    2. Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert, 1995. "A necessary and sufficient condition for the existence of the limiting probability of a tie for first place," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 203-209, May.
    3. Brands, J. J. A. M. & Steutel, F. W. & Wilms, R. J. G., 1994. "On the number of maxima in a discrete sample," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 209-217, June.
    4. Qi, Y. & Wilms, R. J. G., 1997. "The limit behavior of maxima modulo one and the number of maxima," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 75-84, May.
    5. Qi, Yongcheng, 1997. "A note on the number of maxima in a discrete sample," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 373-377, May.
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    Cited by:

    1. Dembinska, Anna, 2010. "On numbers of observations near randomly indexed order statistics," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 309-317, March.
    2. Yun Li & Quanxi Shao, 2007. "Slow convergence of the number of near-maxima for Burr XII distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(1), pages 89-104, July.
    3. A. Stepanov, 2007. "The number of records within a random interval of the current record value," Statistical Papers, Springer, vol. 48(1), pages 63-79, January.
    4. Hashorva, Enkelejd & Hüsler, Jürg, 2001. "On the number of points near the multivariate maxima," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 113-124, November.
    5. A. Castaño-Martínez & F. López-Blázquez & B. Salamanca-Miño, 2016. "Exceedances of records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(7), pages 837-866, October.
    6. Hu, Zhishui & Su, Chun, 2003. "Limit theorems for the number and sum of near-maxima for medium tails," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 229-237, July.
    7. Balakrishnan, N. & Stepanov, A., 2004. "A note on the paper of Khmaladze et al," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 415-419, July.
    8. Fernando López-Blázquez & Begoña Salamanca-Miño, 2015. "Distribution theory of $$\delta $$ δ -record values: case $$\delta \ge 0$$ δ ≥ 0," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 558-582, September.
    9. Bairamov, I. & Stepanov, A., 2010. "Numbers of near-maxima for the bivariate case," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 196-205, February.
    10. Stepanov, A., 2011. "Limit theorems for runs based on 'small spacings'," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 54-61, January.

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