ON THE NUMBER OF RECORDS NEAR THE MAXIMUM

Abstract

summary Recent work has considered properties of the number of observations X j , independently drawn from a discrete law, which equal the sample maximum X (n) The natural analogue for continuous laws is the number K n ( a ) of observations in the interval ( X (n) – a , X (n) ], where a > 0. This paper derives general expressions for the law, first moment, and probability generating function of K n ( a ), mentioning examples where evaluations can be given. It seeks limit laws for n → and finds a central limit result when a is fixed and the population law has a finite right extremity. Whenever the population law is attracted to an extremal law, a limit theorem can be found by letting a depend on n in an appropriate manner; thus the limit law is geometric when the extremal law is the Gumbel type. With these results, the paper obtains limit laws for ‘top end’ spacings X (n) ‐ X (n‐j) with j fixed.