On the distribution function for the spacings
Author:
Philippe barbe a
| Affiliation: | a CREST and LSTA-Universit Paris VI, |
DOI:
10.1080/02331889408802460
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
Let X1, …, Xn be a sequence of independent real random variables with common distribution function F and density function f. Let
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 |
| view references (15) |

Download Citation


Paris VI,
CiteULike
Del.icio.us
BibSonomy
Connotea