Abstract:We study the location of the largest spacing generated by the order statistics of a sample from the standard exponential distribution. Although the asymptotic behaviour of the largest spacing itself is well understood, considerably less is known about the index at which it is attained. Using the independence and unequal rates of exponential spacings, we derive exact finite-sample formulas and show that, when measured relative to the right endpoint, the location of the largest spacing converges in distribution to a non-degenerate probability distribution on the positive integers. We obtain explicit integral representations for the limiting probabilities and, using Euler's pentagonal number theorem, derive a series representation involving the generalized pentagonal numbers. This reveals that the Euler product appearing in the limiting distribution of the largest exponential spacing also governs the distribution of its location. The convergence result is also extended to the location of the largest $m$-spacing for every fixed $m\geq 1$, despite the dependence among overlapping $m$-spacings. Numerical values illustrate the concentration of the limiting distribution near the right endpoint and the rapid convergence of the finite-sample probabilities.
From: Norbert Henze [view email]
[v1]
Mon, 22 Jun 2026 16:21:26 UTC (10 KB)
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