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

Camilla Calì (), Maria Longobardi (), Claudio Macci () and Barbara Pacchiarotti ()
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Camilla Calì: Università di Napoli Federico II, Via Cintia
Maria Longobardi: Università di Napoli Federico II, Via Cintia
Claudio Macci: Università di Roma Tor Vergata, Via della Ricerca Scientifica
Barbara Pacchiarotti: Università di Roma Tor Vergata, Via della Ricerca Scientifica

Metrika: International Journal for Theoretical and Applied Statistics, 2022, vol. 85, issue 6, No 4, 733-752

Abstract: 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).

Keywords: Large deviations; Moderate deviations; Cumulative entropy; L-statistics; 60F10; 62G30; 94A17 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00184-021-00849-8

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