Moments-Based Approximation to the Renewal Function |
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Authors: | A Dembińska A Stepanov |
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Institution: | 1. Wydzia? Matematyki i Nauk Informacyjnych, Politechnika Warszawska , Warszawa, Poland;2. Department of Mathematics , Kaliningrad State Technical University , Kaliningrad, Russia |
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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. |
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Keywords: | Limit theorems Near order statistic observations Order statistics Poisson distribution Swept discrete distributions |
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