Article ID Journal Published Year Pages File Type
1153459 Statistics & Probability Letters 2009 9 Pages PDF
Abstract
In this paper, we use the notion of log likelihood ratio to obtain the limit properties of the sequences of dependent nonnegative integrable random variables. A kind of strong limit theorem represented by inequalities which we call the strong deviation theorem is obtained. The bounds given by these theorems depend on sample point.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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