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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 208–224
(Mi znsl1444)
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This article is cited in 15 scientific papers (total in 15 papers)
On a lower bound of large – deviation probabilities for the sample mean under the Cramer condition
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
Let $X_1,X_2,\dots$ be i.i.d. random variables, satisfying the condition
$$
\mathbf EX_1^2 e^{\lambda X_1}<\infty\ (\exists\,\lambda>0).
$$
We investigate the asymptotic behavior of $\mathbf P(\bar X_n\ge x)$ as $n\to\infty$ provided that
$\bar X_n=\frac{X_1+\dots+X_n}{n}$, when $x\ge x_n>\mathbf EX_1$ and $x_n$ is such that $\bar X_n$ is contained in a zone of large deviations, i.e. $\mathbf P(\bar X_n\ge x_n)\to0$.
Received: 15.12.2000
Citation:
L. V. Rozovskii, “On a lower bound of large – deviation probabilities for the sample mean under the Cramer condition”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 208–224; J. Math. Sci. (N. Y.), 118:6 (2003), 5624–5634
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https://www.mathnet.ru/eng/znsl1444 https://www.mathnet.ru/eng/znsl/v278/p208
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