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

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 insensiti...

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Bibliographic Details
Published inActa mathematica scientia Vol. 31; no. 1; pp. 344 - 352
Main Author 刘莉 万成高 冯艳钦
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 2011
School of Mathematics and Statistics, Wuhan University, Hubei 430072, China%School of Mathmatics and Computer Science, Hubei University, Hubei 430062, China
Subjects
60F10
Deviation
Large deviation
moderate
negative dependence
non-identical distribution
Random variables
Sums
中偏差
相依随机变量
精确大偏差
负相关
非同分布
deviation
non-identical distribution
60F10
negative dependence
Large deviation
moderate
moderate deviation
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Summary: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.
Bibliography:non-identical distribution
negative dependence
Large deviation; moderate deviation; negative dependence; non-identical distribution
moderate deviation
42-1227/O
O211.5
Large deviation
O211.4
ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:0252-9602
1572-9087
DOI:10.1016/S0252-9602(11)60234-8