The limiting behaviour of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables-Reference-Cited by-同舟云学术

The limiting behaviour of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables

Published:1985-12 Issue:4 Volume:22 Page:816-827
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Deheuvels Paul

Abstract

Let Mn be the maximal spacing generated in the sample's range by Χ1,· ··, Χ n, independent and identically distributed Gaussian N(0, 1) random variables. We obtain the limiting distribution of and show that

according to whether ε> 0 or ε < 0.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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