Work

Some Refinements of Large Deviation Tail Probabilities

Year: 2012

Type: preprint

Abstract: We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are discussed in more detail.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1205.1005

Authors: Gyorfi, Laszlo, Harremoes, Peter, Tusnady, Gabor

Institutions: Budapest University of Technology and Economics, Institute of Electrical and Electronics Engineers, Hungarian Academy of Sciences

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2170823766

Cites: 9

Cited by: 3

Related to: 10