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Moments-Based Approximation to the Renewal Function
Authors:A Dembińska  A Stepanov
Institution:1. Wydzia? Matematyki i Nauk Informacyjnych, Politechnika Warszawska , Warszawa, Poland;2. Department of Mathematics , Kaliningrad State Technical University , Kaliningrad, Russia
Abstract:Asymptotic behavior of the number of independent identically distributed observations in a left or right neighborhood of k n th order statistic from the sample of size n, for k n /n → α ? 0, 1], is studied. It appears that the limiting laws are of the Poisson type.
Keywords:Limit theorems  Near order statistic observations  Order statistics  Poisson distribution  Swept discrete distributions
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