Authors
Dimitrios G Konstantinides, Fotis Loukissas
Publication date
2011/10/1
Journal
Communications in statistics-theory and methods
Volume
40
Issue
19-20
Pages
3663-3671
Publisher
Taylor & Francis Group
Description
We investigate the precise large deviations for negatively dependent random variables. We prove general asymptotic relations for both the partial sums S n for the long tailed distributions and the random sums S t for the subexponential distributions, where the N t is an integer counting process. It is found out that the precise large deviations for negatively dependent random variables are insensitive to this kind of dependence. Finally, we present applications on the classical counting processes, Poisson, and renewal.
Scholar articles
DG Konstantinides, F Loukissas - Communications in statistics-theory and methods, 2011