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. (J Statist Plann Inference 157–158:77–89, 2015) which concern the empirical cumulative entropies defined in Di Crescenzo et al. (J Statist Plann Inference 139:4072–4087, 2009a).
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables / Calì, Camilla; Longobardi, Maria; Macci, Claudio; Pacchiarotti, Barbara. - In: METRIKA. - ISSN 0026-1335. - (2022). [10.1007/s00184-021-00849-8]
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
Calì, Camilla;Longobardi, Maria;
2022
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. (J Statist Plann Inference 157–158:77–89, 2015) which concern the empirical cumulative entropies defined in Di Crescenzo et al. (J Statist Plann Inference 139:4072–4087, 2009a).File | Dimensione | Formato | |
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