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maximal spacing around order statistics

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The riddle from the Riddler for the coming weeks is extremely simple to express in mathematical terms, as it summarises into characterising the distribution of when the n-sample is made of iid Normal variates. I however had a hard time finding a result connected with this quantity since most available characterisations are for either Uniform or Exponential variates. I eventually found a 2017 arXival by Nagaraya et al.  covering the issue. Since the Normal distribution belongs to the Gumbel domain of attraction, the extreme spacings, that is the spacings between the most extreme orders statistics [rescaled by nφ(Φ⁻¹{1-n⁻¹})] are asymptotically independent and asymptotically distributed as (Theorem 5, p.15, after correcting a typo): where the ξ’s are Exp(1) variates. A crude approximation is thus to consider that the above Δ is distributed as the maximum of two standard and independent exponential distributions,…
Original Post: maximal spacing around order statistics