Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
Cyrille Joutard
Statistics & Probability Letters, 2014, vol. 90, issue C, 100-107
Abstract:
We establish a large deviation approximation for the density function of an arbitrary sequence of random variables. The results are analogous to those obtained by Chaganty and Sethuraman (1985). We apply our theorems to the sample variance and the Mann–Whitney two-sample statistic.
Keywords: Density function; Large deviations; Sample variance; Mann–Whitney statistic (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:90:y:2014:i:c:p:100-107
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DOI: 10.1016/j.spl.2014.03.018
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