Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long-Tailed Distributions

Autor:	Fotis Loukissas, Dimitrios G. Konstantinides
Rok vydání:	2011
Předmět:	Statistics and Probability Combinatorics Discrete mathematics symbols.namesake Integer Counting process Negatively associated Sum of normally distributed random variables Dependent random variables symbols Large deviations theory Poisson distribution Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 40:3663-3671
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2011.581186
Popis:	We investigate the precise large deviations for negatively dependent random variables. We prove general asymptotic relations for both the partial sums S n for the long tailed distributions and the random sums S t for the subexponential distributions, where the N t is an integer counting process. It is found out that the precise large deviations for negatively dependent random variables are insensitive to this kind of dependence. Finally, we present applications on the classical counting processes, Poisson, and renewal.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::64a23175c62f85eff6aac06805379233 https://doi.org/10.1080/03610926.2011.581186 Zobrazit plný text záznamu