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Article Dans Une Revue Statistics and Probability Letters Année : 2014

Asymptotic approximation for the probability density function of an arbitrary sequence 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.
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Dates et versions

hal-01817682 , version 1 (18-06-2018)

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Cyrille Joutard. Asymptotic approximation for the probability density function of an arbitrary sequence of random variables. Statistics and Probability Letters, 2014, 90, pp.100-107. ⟨10.1016/j.spl.2014.03.018⟩. ⟨hal-01817682⟩
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