Some Refinements of Large Deviation Tail Probabilities
Statistics Theory
2012-05-07 v1 Statistics Theory
Abstract
We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are discussed in more detail.
Cite
@article{arxiv.1205.1005,
title = {Some Refinements of Large Deviation Tail Probabilities},
author = {Laszlo Gyorfi and Peter Harremoes and Gabor Tusnady},
journal= {arXiv preprint arXiv:1205.1005},
year = {2012}
}
Comments
7 pages