On Probabilities of Large Deviations for Sums of Independent Random Variables
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Publication:5179573
DOI10.1137/1117034zbMath0271.60035OpenAlexW2021685767MaRDI QIDQ5179573
Publication date: 1972
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1117034
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10)
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Asymptotic expansions for probabilities of large deviations ⋮ A general lemma on probabilities of large deviations ⋮ Nonparametric hypothesis testing with small type I or type II error probabilities ⋮ Transition phenomena for ladder epochs of random walks with small negative drift ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ A problem of A. N. Kolmogorov from the theory of the summation of independent random variables ⋮ Probabilities of large and moderate deviations for maximum likelihood estimates
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