We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variables
Giuliano, R., Macci, C., Pacchiarotti, B. (2015). Asymptotic results for runs and empirical cumulative entropies. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 157-158, 77-89 [10.1016/j.jspi.2014.10.001].
Asymptotic results for runs and empirical cumulative entropies
MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2015-01-01
Abstract
We prove large and moderate deviations for two sequences of estimators based on the order statistics and, more precisely, on spacings. In the first case we deal with runs, and we have sums of independent Bernoulli distributed random variables. In the second case we deal with empirical cumulative entropies, and we have linear combinations of independent exponentially distributed random variablesFile in questo prodotto:
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