LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

被引：0

作者：

刘莉 ^{[1
]}

万成高 ^{[2
]}

冯艳钦 ^{[1
]}

机构：

[1] School of Mathematics and Statistics, Wuhan University

[2] School of Mathmatics and Computer Science, Hubei University

来源：

ActaMathematicaScientia | 2011年 / 31卷 / 01期

关键词：

Large deviation; moderate deviation; negative dependence; non-identical distribution;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we obtain the large deviations and moderate deviations for negatively dependent (ND) and non-identically distributed random variables defined on (-∞, +∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure.

引用

页码：344 / 352

页数：9

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