Article ID Journal Published Year Pages File Type
5129843 Statistics & Probability Letters 2017 7 Pages PDF
Abstract

In this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound and lower bound for negatively dependent random variables. Moreover, the exact asymptotic upper probability of the self-normalized sums is obtained for independent identically distributed random variables.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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