Approximations for the Number of Maxima and Near-maxima in Independent Data

In the setting where we have n independent observations of a random variable X , we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case where X is discrete) or the number of observations within a given distance of an order statistic of the sample (in the case where X is absolutely continuous). The logarithmic and Poisson distributions are used as approximations in the discrete case, with proofs which include the development of Stein’s method for a logarithmic target distribution. In the absolutely continuous case our approximations are by the negative binomial distribution, and are established by considering negative binomial approximation for mixed binomials. The cases where X is geometric, Gumbel and uniform are used as illustrative examples.