Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

被引：3

作者：

Joutard, Cyrille ^{[1
,2
]}

机构：

[1] Univ Montpellier 3, F-34199 Montpellier, France

[2] Inst Math & Modelisat Montpellier I3M, F-34199 Montpellier, France

来源：

STATISTICS & PROBABILITY LETTERS | 2014年 / 90卷

关键词：

Density function; Large deviations; Sample variance; Mann-Whitney statistic; SADDLEPOINT;

D O I：

10.1016/j.spl.2014.03.018

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：

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. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：100 / 107

页数：8

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