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

MathSciNet review:
567982

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Abstract | References | Similar Articles | Additional Information

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:
http://dx.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