A Spacing Estimator
Methodology
2026-01-30 v1
Abstract
The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a known inverse cumulative density function. We show the estimator is accurate to the limit of numerical simulations for points near the middle of the order statistics, but degrades by up to 20% in the tails.
Cite
@article{arxiv.2601.22103,
title = {A Spacing Estimator},
author = {Greg Kreider},
journal= {arXiv preprint arXiv:2601.22103},
year = {2026}
}
Comments
40 pages, 3 figures