Volume no :1, Issue no: 1, March (2009)

Journal of Statistics: Advances in Theory and Applications

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM

Author's: Xuewu Wang
Pages: [35] - [47]
Received Date: March 15, 2009
Submitted by:

Abstract

We use the notion of the log-likelihood ratio to study some limit properties of the sequence of nonnegative continuous random variables in more general conditions. A class of strong deviation theorems represented by inequalities are obtained. The results presented in the paper extend and improve the main results of Liu, Wang and Li.

Keywords

log-likelihood ratio, strong deviation, Laplace transform, continuous random variable.