A Spacing Estimator

Fuente: arXiv
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Autore principale: Kreider, Greg
Natura: Preprint
Pubblicazione: 2026
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author Kreider, Greg
author_facet Kreider, Greg
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2601_22103
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Spacing Estimator
Kreider, Greg
Methodology
62G30
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.
title A Spacing Estimator
topic Methodology
62G30
url https://arxiv.org/abs/2601.22103