On strong large deviation results for lightly trimmed sums and some applications

R. Vasudeva and G. Srilakshminarayana

Statistics & Probability Letters, 2013, vol. 83, issue 7, 1745-1753

Abstract: We obtain here the large deviation results for trimmed sums ((r)Sn) of i.i.d. random variables (Xn), with the distribution function belonging to the domain of attraction of a positive stable law. As an application, we establish a law of the iterated logarithm.

Keywords: Large deviation results; Law of the iterated logarithm; Positive stable laws; Lightly trimmed sums (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.03.024

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