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).

Calì, C., Longobardi, M., Macci, C., Pacchiarotti, B. (2022). Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables. METRIKA, 85(6), 733-752 [10.1007/s00184-021-00849-8].

Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables

Macci C;Pacchiarotti B
2022-01-01

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).
2022
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Calì, C., Longobardi, M., Macci, C., Pacchiarotti, B. (2022). Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables. METRIKA, 85(6), 733-752 [10.1007/s00184-021-00849-8].
Calì, C; Longobardi, M; Macci, C; Pacchiarotti, B
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/302792
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