On probabilities of moderate deviations (Q1603218)
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scientific article; zbMATH DE number 1759038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On probabilities of moderate deviations |
scientific article; zbMATH DE number 1759038 |
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On probabilities of moderate deviations (English)
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25 June 2002
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The author investigates the asymptotic behaviour of the distribution of a sum of independent random variables in zones of moderate deviations. Sufficient conditions are presented, in terms of moments, for the normal convergence in these zones. The author uses a generalization of the Esseen inequality for the remainder term in the central limit theorem. This permits him to give a short proof of the normal convergence in zones of moderate deviations, formulated in terms of the generalized Lyapunov fractions.
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zones of moderate deviations
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Lyapunov fraction
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Esseen inequality
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