Large deviations for exchangeable observations with applications

We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases. The main feature in our main res...

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Bibliographic Details
Main Author: Jinwen Chen
Format: Article
Language:English
Published: Wiley 2004-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171204301444
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