Large deviation probabilities for positive random variables
Author:
G. R. Andersen
Journal:
Proc. Amer. Math. Soc. 24 (1970), 382-384
MSC:
Primary 60.20
DOI:
https://doi.org/10.1090/S0002-9939-1970-0258090-6
MathSciNet review:
0258090
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References | Similar Articles | Additional Information
- William Feller, An introduction to probability theory and its applications. Vol. II, John Wiley & Sons, Inc., New York-London-Sydney, 1966. MR 0210154
- C. C. Heyde, On large deviation problems for sums of random variables which are not attracted to the normal law, Ann. Math. Statist. 38 (1967), 1575–1578. MR 221564, DOI https://doi.org/10.1214/aoms/1177698712
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Article copyright:
© Copyright 1970
American Mathematical Society