Large deviations for mixtures

被引：16

作者：

Biggins, JD ^{[1
]}

机构：

[1] Univ Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, England

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2004年 / 9卷

关键词：

lare deviations; mixture; rate function;

D O I：

10.1214/ECP.v9-1106

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 the probability measures (mu(n)) on Theta obey a large deviation principle (LDP). Suppose too that mu(n) is concentrated on Theta(n) and that, for theta(n) is an element of Theta(n), with theta(n) --> theta is an element of Theta, the probability measures (P-theta(n)(n)) on X also obey an LDP. The main purpose of this paper is to give conditions which allow an LDP for the mixtures (P-n), given by P-n (A) = integral P-theta(n) (A) dmu(n) (theta), to be deduced. Chaganty (1997) also considered this question, but under stronger assumptions. The treatment here follows that of Dinwoodie and Zabell (1992) who, motivated by exchangeability, considered the ease where mu(n) does not vary with n.

引用

页码：60 / 71

页数：12

共 8 条

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