数学物理学报(英文版) ›› 2011, Vol. 31 ›› Issue (1): 344-352.doi: 10.1016/S0252-9602(11)60234-8

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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY EPENDENT RANDOM VARIABLES

刘莉1|万成高2|冯艳钦1   

  1. 1. School of Mathematics and Statistics, Wuhan University, Hubei 430072, China
    2. School of Mathmatics and Computer Science, Hubei University, Hubei 430062, China
  • 收稿日期:2008-05-09 修回日期:2009-06-22 出版日期:2011-01-20 发布日期:2011-01-20
  • 基金资助:

    This article is supported by the Youth Foundation of Hubei Province Department of Education of China (Q200710002)

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY EPENDENT RANDOM VARIABLES

 LIU Li,1 WAN Cheng-Gao2, FENG Yan-Qin1   

  1. 1. School of Mathematics and Statistics, Wuhan University, Hubei 430072, China
    2. School of Mathmatics and Computer Science, Hubei University, Hubei 430062, China
  • Received:2008-05-09 Revised:2009-06-22 Online:2011-01-20 Published:2011-01-20

摘要:

In this article, we obtain the large deviations and moderate deviations for egatively dependent (ND) and non-identically distributed random variables defined on (∞,+∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure.

关键词: Large deviation, moderate deviation, negative dependence, non-identical istribution

Abstract:

In this article, we obtain the large deviations and moderate deviations for egatively dependent (ND) and non-identically distributed random variables defined on (∞,+∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure.

Key words: Large deviation, moderate deviation, negative dependence, non-identical istribution

中图分类号: 

  • 60F10