An estimate of deviation probabilities of the sample mean of variables with \(\psi\)-semimixing (Q1897903)
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scientific article; zbMATH DE number 794516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimate of deviation probabilities of the sample mean of variables with \(\psi\)-semimixing |
scientific article; zbMATH DE number 794516 |
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An estimate of deviation probabilities of the sample mean of variables with \(\psi\)-semimixing (English)
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18 September 1995
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For the probability \(P\left(\sum^n_{j= 1} X_j\geq na\right)\) \((a\in \mathbb{R}^1)\) of a strictly stationary random variable \(\{X_j, j\in Z\}\) with \(\psi\)-semimixing the Chernoff theorem is extended. Analogues of the theorems of \textit{D. Blackwell} and \textit{J. L. Hodges jun.} [Ann. Math. Stat. 30, 1113-1120 (1959; Zbl 0099.351)] are also proved.
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psi-semimixing
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