Article ID Journal Published Year Pages File Type
1152861 Statistics & Probability Letters 2010 9 Pages PDF
Abstract
In this paper we establish a local precise large deviation result for sums Sn, n=1,2,… of independent and identically distributed random variables X1,X2,… with O-regularly varying densities f. The asymptotic behavior of the probability P(x
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Local precise large deviations for sums of random variables with O-regularly varying densities
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