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An asymptotic expansion of a beta-type integral and its application to probabilities of large deviations


Authors: J. C. Fu and R. Wong
Journal: Proc. Amer. Math. Soc. 79 (1980), 410-414
MSC: Primary 60F10; Secondary 41A60, 62E20
DOI: https://doi.org/10.1090/S0002-9939-1980-0567982-6
MathSciNet review: 567982
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Abstract: An asymptotic expansion is obtained for an incomplete beta-type integral, which arises in the study of probabilities of large deviations. The expansion obtained yields large deviation results for binomial, quantile, and related probabilities. Our approach is based on a generalized version of Laplace's method.


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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1980-0567982-6
Keywords: Asymptotic expansion, Laplace's method, large deviation, sample quantile
Article copyright: © Copyright 1980 American Mathematical Society