On Large Deviations of Sums of Independent Random Variables

DOI10.1080/03610920601126555zbMath1125.60024OpenAlexW2170703511MaRDI QIDQ5421552

Zhishui Hu, John Robinson, Valentin V. Petrov

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601126555

zbMATH Keywords

large deviationasymptotic expansionslimit theoremssums of independent random variablesCramér's condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

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Cites Work

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• Tail probability approximations for Student's \(t\)-statistics
• A unified formulation of the central limit theorem for small and large deviations from the mean
• On the Probabilities of Large Deviations for Sums of Independent Random Variables

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