Acta mathematica scientia,Series B ›› 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

 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

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

CLC Number: 

  • 60F10
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