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Integral limit theorems on large deviations for multidimensional hypergeometric distribution
A. N. Timashev Academy of Federal Security Service of Russian Federation
Abstract:
Integral large deviation theorems are obtained for multidimensional hypergeometric distribution. These theorems allow us to evaluate the probabilities of large deviations with the remainder term of order $O(1/N)$. The corresponding hypergeometric distribution of a random vector $(\mu_1,\dots,\mu_s)$ has the form
$$
\mathbf{P}\{(\mu_1,\dots,\mu_s)=(k_1,\dots,k_s)\}=\frac{C_{M_1}^{k_1}\dotsb C_{M_s}^{k_s}}{C_N^n}\,,
$$
and $k_j\le M_j$, $j=1,\dots,s$; 0 in the remaining cases.
Keywords:
saddle-point method, hypergeometric distribution, large deviations, asymptotic estimates.
Received: 02.12.1998 Revised: 25.01.2000
Citation:
A. N. Timashev, “Integral limit theorems on large deviations for multidimensional hypergeometric distribution”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 71–79; Theory Probab. Appl., 47:1 (2003), 91–98
Linking options:
https://www.mathnet.ru/eng/tvp2988https://doi.org/10.4213/tvp2988 https://www.mathnet.ru/eng/tvp/v47/i1/p71
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