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Article Dans Une Revue Annals of the Institute of Statistical Mathematics Année : 2013

Strong large deviations for arbitrary sequences of random variables

Résumé

We establish a large deviation approximation for the density function of an arbitrary sequence of random variables. The results are analogous to those obtained by Chaganty and Sethuraman (1985). We apply our theorems to the sample variance and the Mann–Whitney two-sample statistic.

Dates et versions

hal-00803123 , version 1 (21-03-2013)

Identifiants

Citer

Cyrille Joutard. Strong large deviations for arbitrary sequences of random variables. Annals of the Institute of Statistical Mathematics, 2013, 65 (1), pp.49-67. ⟨10.1007/s10463-012-0361-1⟩. ⟨hal-00803123⟩
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