Successive maxima of samples from a GEM distribution
Probability
2016-09-07 v1
Abstract
We show that the maximal value in a size sample from GEM distribution is distributed as a sum of independent geometric random variables. This implies that the maximal value grows as as . For the two-parametric GEM distribution we show that the maximal value grows as a random factor of and find the limiting distribution.
Cite
@article{arxiv.1609.01601,
title = {Successive maxima of samples from a GEM distribution},
author = {Jim Pitman and Yuri Yakubovich},
journal= {arXiv preprint arXiv:1609.01601},
year = {2016}
}
Comments
10 pages