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

• 作 者: Liu Li Wan Chenggao Feng Yanqi
• 机 构: School of Mathematics and Statistics,School of Mathmatics and Computer Science
• 出 处: 数学物理学报（英文版）
• 发表日期: 2004年期
• 关键词: Large deviation moderate deviation negative dependence non-identical distributio

In this article, we obtain the large deviations and moderate deviations for negatively 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.