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arXiv · 1211.5456

Approximation for the distribution of extremes of one dependent stationary sequences of random variables

Alexandru Amarioarei
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Abstract

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation error. An application to the study of the distribution of scan statistics generated by Bernoulli trials is given.

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Alexandru Amarioarei. 2012-11-23. Approximation for the distribution of extremes of one dependent stationary sequences of random variables. https://arxiv.org/abs/1211.5456

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