A note on the number of observations near an order statistic (Q2485968): Difference between revisions

Following work by \textit{A. G. Pakes} and \textit{Y. Li} [see Stat. Probab. Lett. 40, 395--401 (1998; Zbl 0935.60014)], and several others, the authors consider the limiting behaviour as \(n \to \infty\) of the number of observations \(K_{-}\) and \(K_{+}\) between two order statistics in a random sample \(X_{1}, \dots ,X_{n}\) with a continuous distribution: \[ K_{-}(n,k,a)= \# \{j: X_{j} \in (X_{n-k,n} -a, X_{n-k,n})\}, \] and similarly for \(K_{+}\). The limit behaviour is considered both in distribution and with probability one; the joint behaviour of \(K_{-}\) and \(K_{+}\) is also treated. The asymptotic independence of neighbouring spaces is considered as well. Some examples are given. The abstract contains a mistake.