Maxima in hypercubes

被引:31
作者
Bai, ZD
Devroye, L
Hwang, HK [1 ]
Tsai, TH
机构
[1] Acad Sinica, Inst Stat Sci, Taipei 115, Taiwan
[2] McGill Univ, Sch Comp Sci, Montreal, PQ H3A 2K6, Canada
[3] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117543, Singapore
[4] NE Normal Univ, Coll Math & Stat, Changchun 130024, Jilin, Peoples R China
关键词
D O I
10.1002/rsa.20053
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We derive a Berry-Esseen bound, essentially of the order of the square of the standard deviation, for the number of maxima in random samples from (0, 1)d. The bound is, although not optimal, the first of its kind for the number of maxima in dimensions higher than two. The proof uses Poisson processes and Stein's method. We also propose a new method for computing the variance and derive an asymptotic expansion. The methods of proof we propose are of some generality and applicable to other regions such as d-dimensional simplex. (c) 2005 Wiley Periodicals, Inc.
引用
收藏
页码:290 / 309
页数:20
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