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On the distribution function for the spacings

Author: Philippe barbe a
Affiliation:   a CREST and LSTA-Universiteacute Paris VI,
DOI: 10.1080/02331889408802460
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 25, Issue 4 1994 , pages 367 - 373
Formats available: PDF (English)
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Abstract

Let X1, …, Xn be a sequence of independent real random variables with common distribution function F and density function f. Let ./GSTA_A_8802460_O_XML_IMAGES/GSTA_A_8802460_O_ILM0001.gif   be the corresponding order statistics and let denote the associated spacings. Define the empirical distribution function of the spacings. It is known that Gn,F converges. We characterize completely the distributions F which give the same GF as well as the set of GF's when f describes the set of all densities on. Moreover, given a limiting function G, we construct all the distributions F for which GF = G. In addition we establish two Tauberian theorems which relate the behaviour of GF at infinity (resp. in 0) to the behaviour of f at infinity (resp. in 0 when f has a singularity at the origin).
Keywords: Spacings; regular variation; Laplace transform; Tauberian theorem; unimodal distribution
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