We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variables.
Asymptotic results for runs and empirical cumulative entropies.
GIULIANO, RITA;MACCI, CLAUDIO;
2015-01-01
Abstract
We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variables.File in questo prodotto:
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