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Coupon collector's problem and generalized Pareto distributions |
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| Authors: | Jelena Jockovi? |
| Affiliation: | a University of Belgrade, Faculty of Pharmacy, Vojvode Stepe 450, 11000 Belgrade, Serbia b University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000 Belgrade, Serbia |
| Abstract: | Let Nn={1,2,…,n}. We sample with replacement from the set Nn assuming that each element has probability 1/n of being drawn. Let Mn be the waiting time determined by certain stoping rules in the coupon collector's problem. We investigate models for the asymptotic behavior of the excesses of Mn over the high thresholds. |
| Keywords: | Coupon collector's problem Generalized Pareto distributions Extreme values |
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