Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
Probability
2021-09-07 v3 Information Theory
math.IT
Statistics Theory
Statistics Theory
Abstract
We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous functions defined on [0, 1] which satisfy some suitable conditions. In this way we generalize some recent results by Giuliano et al. (2015) which concern the empirical cumulative entropies defined in Di Crescenzo and Longobardi (2009a).
Keywords
Cite
@article{arxiv.2102.12451,
title = {Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables},
author = {Camilla Calì and Maria Longobardi and Claudio Macci and Barbara Pacchiarotti},
journal= {arXiv preprint arXiv:2102.12451},
year = {2021}
}