Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
Cyrille Joutard
(1, 2)
Cyrille Joutard
- Fonction : Auteur
- PersonId : 746330
- IdHAL : cyrille-joutard
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.
Domaines
Théorie [stat.TH]Format du dépôt | Notice |
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Type de dépôt | Article dans une revue |
Résumé |
en
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.
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Titre |
en
Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
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Auteur(s) |
Cyrille Joutard
1, 2
1
UPVM -
Université Paul-Valéry - Montpellier 3
( 42812 )
- Université Paul Valéry Montpellier 3
Route de Mende
34199 Montpellier Cedex 5
- France
2
I3M -
Institut de Mathématiques et de Modélisation de Montpellier
( 631 )
- Case Courrier 051 Place Eugène Bataillon 34095 MONTPELLIER CEDEX 5
- France
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Date de publication |
2014-07
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Vulgarisation |
Non
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Audience |
Internationale
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Langue du document |
Anglais
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Comité de lecture |
Oui
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Nom de la revue |
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Volume |
90
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Page/Identifiant |
100-107
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Domaine(s) |
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DOI | 10.1016/j.spl.2014.03.018 |
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