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The limiting behaviour of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables
Published online by Cambridge University Press: 14 July 2016
Abstract
Let Mn be the maximal spacing generated in the sample's range by Χ1,· ··, Χ n, independent and identically distributed Gaussian N(0, 1) random variables. We obtain the limiting distribution of and show that
according to whether ε> 0 or ε < 0.
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- Copyright © Applied Probability Trust 1985
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