Recurrence of extreme observations

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Abstract
Suppose a preliminary set of m independent observations are drawn from a population in which a random variable x has a continuous but unknown cumulative distribution function F(x). Let y be the largest observation in this preliminary sample. Now suppose further observations are drawn one at a time from this population until an observation exceeding y is obtained. Let n be the number of further drawings required to achieve this objective. The problem is to determine the distribution function of the random variable n. More generally, suppose y is the r-th from the largest observation in the preliminary sample and let n denote the number of further trials required in order to obtain k observations which exceed y. What is the distribution function of n?

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