Distribution of the Maximal Gap in a Sample and its Application for Outlier Detection

  • Richard Pincus
Part of the Theory and Decision Library book series (TDLB, volume 1)


Regardless of the underlying distribution the maximal gap is asymptotically stochastically larger than a Gumbel-distributed variable. An asymptotic expression for the distribution of the maximal gap is given and is compared with the outcome of simulation studies for truncated normal distributions.


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  2. Fisher, R. A. Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, (1929) 54–59.zbMATHCrossRefGoogle Scholar

Copyright information

© Academy of Agricultural Sciences of the GDR, Research Centre of Animal Production, Dummerstorf-Rostock, DDR 2551 Dummerstorf. 1984

Authors and Affiliations

  • Richard Pincus
    • 1
  1. 1.Inst. Math., Acad. Sciences GDR BerlinGermany

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