LARGE DEVIATIONS AND DENSITY FUNCTIONS

被引:0
作者
KILLEEN, TJ
机构
[1] The University of Connecticut, Connecticut
关键词
A.M.S. 1970 subject classification: primary 6216; secondary; 6030; density; large deviation;
D O I
10.1007/BF02480288
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Suppose that X 1, X 2, ... is a sequence of absolutely continuous or integer valued random variables with corresponding probability density functions f n (x). Let {φ n } n=1 ∞ be a sequence of real numbers, then necessary and sufficient conditions are given for n -1 log f n (φ n )-n -1 log P (X n >φ n )=0(1) as n→∞. © 1979 Kluwer Academic Publishers.
引用
收藏
页码:315 / 317
页数:3
相关论文
共 1 条
  • [1] ELEMENTARY THEOREM ON PROBABILITY OF LARGE DEVIATIONS
    KILLEEN, TJ
    SIEVERS, GL
    HETTMANS.TP
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (01): : 181 - &