Article ID Journal Published Year Pages File Type
7548144 Statistics & Probability Letters 2018 10 Pages PDF
Abstract
In this paper we generalize Theorem 3.3 in Giuliano and Macci (2011). More precisely we prove the full large deviation principle without assuming a particular condition in that theorem and, moreover, we give some results for the case of random variables with thin tails (and not super-exponential tails). As an application we deduce some consequences for the logarithmic means of some random variables expressed in terms of a C-process.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,