Article ID Journal Published Year Pages File Type
7549669 Statistics & Probability Letters 2014 5 Pages PDF
Abstract
Motivated by the problem of computing the distribution of the largest distance dmax between n random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet distribution with concentration parameters (1,…,1). We use this result to give a new proof of the fact that the law of ndmax−logn converges to a Gumbel distribution as n tends to infinity.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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