Abstract
In the setting where we have n independent observations of a random variable X, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case where X is discrete) or the number of observations within a given distance of an order statistic of the sample (in the case where X is absolutely continuous). The logarithmic and Poisson distributions are used as approximations in the discrete case, with proofs which include the development of Stein's method for a logarithmic target distribution. In the absolutely continuous case our approximations are by the negative binomial distribution, and are established by considering negative binomial approximation for mixed binomials. The cases where X is geometric, Gumbel and uniform are used as illustrative examples.
| Original language | English |
|---|---|
| Article number | 33 |
| Journal | Methodology and Computing in Applied Probability |
| Volume | 28 |
| Issue number | 2 |
| Early online date | 7 Apr 2026 |
| DOIs | |
| Publication status | Published - Jun 2026 |
Keywords
- 60E05
- 60E15
- 62E17
- Logarithmic distribution
- Negative binomial distribution
- Order statistics
- Poisson distribution
- Size-biasing
- Stein’s method
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