An asymptotic expansion of a beta-type integral and its application to probabilities of large deviations
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- by J. C. Fu and R. Wong PDF
- Proc. Amer. Math. Soc. 79 (1980), 410-414 Request permission
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.References
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Additional Information
- © Copyright 1980 American Mathematical Society
- 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