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Approximations for the number of maxima and near-maxima in independent data

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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 languageEnglish
Article number33
JournalMethodology and Computing in Applied Probability
Volume28
Issue number2
Early online date7 Apr 2026
DOIs
Publication statusPublished - Jun 2026

Keywords

  • 60E05
  • 60E15
  • 62E17
  • Logarithmic distribution
  • Negative binomial distribution
  • Order statistics
  • Poisson distribution
  • Size-biasing
  • Stein’s method

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