On approximating probabilities for small and large deviations in \(R^{d1}\) (Q917144): Difference between revisions

The probability \(P(S_ n\in x-B)\) for the sum \(S_ n\) of n independent (but not necessarily identically distributed) random vectors in \(R^ d\) and a Borel set \(B\subset R^ d\) is approximated by Edgeworth expansion of the random variables, exponentially shifted with respect to a suitably chosen parameter.