Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramer condition

被引:6
作者
Rozovsky, LV [1 ]
机构
[1] St Petersburg Chem Pharmaceut Acad, Dept Math, St Petersburg, Russia
关键词
independent random variables; density function; large deviations; Cramer condition;
D O I
10.1137/S0040585X980233
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
This paper studies the asymptotic behavior of a density of a sum of independent identically distributed random variables with a common absolutely continuous distribution satisfying the right-hand Cramer condition. We prove that for a definite class of such distributions the well-known asymptotic representations in local and integral limit theorems are valid in the case of large deviations of arbitrarily high order.
引用
收藏
页码:108 / 130
页数:23
相关论文
共 13 条
[1]   ON DEVIATIONS OF THE SAMPLE-MEAN [J].
BAHADUR, RR ;
RAO, RR .
ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (04) :1015-1027
[2]   ON MULTI-DIMENSIONAL CONETRAL LIMIT THEOREM [J].
BOROVKOV, AA ;
ROGOZIN, BA .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (01) :55-&
[3]  
CRAMER H, 1938, ACTUALITES SCI IND
[4]   SADDLEPOINT APPROXIMATIONS IN STATISTICS [J].
DANIELS, HE .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04) :631-650
[5]  
Feller W., 1970, An Introduction to Probability Theory and Its Applications, V2nd
[6]  
FICHTENHOLZ GM, 1962, COURSE DIFFERENTIAL, V2
[7]  
HASTINGS NAJ, 1975, STAT DISTRIBUTIONS
[8]   UNIFIED FORMULATION OF THE CENTRAL LIMIT-THEOREM FOR SMALL AND LARGE DEVIATIONS FROM THE MEAN [J].
HOGLUND, T .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 49 (01) :105-117
[9]  
NAGAEV AV, 1963, LIMIT THEOREMS PROBA, P56
[10]  
Petrov V.V., 2012, Sums of Independent Random Variables