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On strong large deviation results for lightly trimmed sums and some applications

Author

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  • Vasudeva, R.
  • Srilakshminarayana, G.

Abstract

We obtain here the large deviation results for trimmed sums ((r)Sn) of i.i.d. random variables (Xn), with the distribution function belonging to the domain of attraction of a positive stable law. As an application, we establish a law of the iterated logarithm.

Suggested Citation

  • Vasudeva, R. & Srilakshminarayana, G., 2013. "On strong large deviation results for lightly trimmed sums and some applications," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1745-1753.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:7:p:1745-1753
    DOI: 10.1016/j.spl.2013.03.024
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    Cited by:

    1. Vasudeva, R., 2018. "Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 34-39.

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