On approximating probabilities for small and large deviations in \(R^{d1}\) (Q917144): Difference between revisions
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Revision as of 13:03, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximating probabilities for small and large deviations in \(R^{d1}\) |
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On approximating probabilities for small and large deviations in \(R^{d1}\) (English)
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1990
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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.
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central limit theorem
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random sums of independent non-identically distributed random variables
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Edgeworth expansions
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