Approximation for the distribution of extremes of one dependent stationary sequences of random variables
Probability (math.PR)
0211 other engineering and technologies
FOS: Mathematics
62E17
02 engineering and technology
0101 mathematics
01 natural sciences
Mathematics - Probability
DOI:
10.48550/arxiv.1211.5456
Publication Date:
2012-01-01
AUTHORS (1)
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.<br/>16 pages<br/>
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