| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151950 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Cyrille Joutard,