The number and sum of near-maxima for thin-tailed populations

Authors
Citation
Ag. Pakes, The number and sum of near-maxima for thin-tailed populations, ADV APPL P, 32(4), 2000, pp. 1100-1116
Citations number
12
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
32
Issue
4
Year of publication
2000
Pages
1100 - 1116
Database
ISI
SICI code
0001-8678(200012)32:4<1100:TNASON>2.0.ZU;2-H
Abstract
A near-maximum is an observation which falls within a distance a of the max imum observation in an i.i.d. sample of size n. The asymptotic behaviour of the number K-n(a) of near-maxima is known for the cases where the right ex tremity of the population distribution function is finite, and where it is infinite and the right hand tail is exponentially small, or fatter than exp onential. This paper completes the picture for thin tails, i.e., tails whic h decay faster than exponential. Limit theorems are derived and used to fin d the large-sample behaviour of the sum of near-maxima.