Sharp estimates of deviations of the sample mean in many dimensions (Q1365460)
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scientific article; zbMATH DE number 1057308
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| English | Sharp estimates of deviations of the sample mean in many dimensions |
scientific article; zbMATH DE number 1057308 |
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Sharp estimates of deviations of the sample mean in many dimensions (English)
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4 September 1997
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The authors present the asymptotics as \(n\to \infty\) of the probability for the empirical mean of a sequence of i.i.d. \(d\)-dimensional random vectors to be in an open domain whose closure does not contain the true value of the mean. The obtained result generalizes those of Bahadur and Rao, for the case \(d>1\), and holds under suitable assumptions on the boundary of the domain and on the laws of the random vectors.
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sample mean
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Laplace transform
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empirical mean
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0.7967563271522522
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0.7825267910957336
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0.7731800079345703
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