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Large deviations for the empirical mean of associated random variables

Author

Listed:
  • Henriques, Carla
  • Eduardo Oliveira, Paulo

Abstract

We find conditions under which the sequence of empirical means of associated random variables, , satisfies the large deviation principle.

Suggested Citation

  • Henriques, Carla & Eduardo Oliveira, Paulo, 2008. "Large deviations for the empirical mean of associated random variables," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 594-598, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:594-598
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    References listed on IDEAS

    as
    1. Bryc, Wlodzimierz, 1992. "On large deviations for uniformly strong mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 191-202, June.
    2. Roussas, George G., 1995. "Asymptotic normality of a smooth estimate of a random field distribution function under association," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 77-90, July.
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