Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Strong Large Deviations Theorems for the Ratio of the Independent Random Variables

  • Cho, Dae-Hyeon (Department of Statistics, Inje University, KimHae 621-170) ;
  • Jeon, Jong-Woo (Department of Computer Science and Statistics, Seoul National University, Seoul 151-742)
  • Published : 1994.12.01
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Abstract

In this paper, we prove a strong large deviations theorem for the ratio of independent randoem variables with error rate of $O(n^{-1})$. To obtain our results we use the inversion formula for the tail probability and apply the Chaganty and Sethuraman's (1985) approach.

Keywords

References

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