LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES |
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| Authors: | Liu Li Wan Chenggao Feng Yanqin |
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| Institution: | Liu Li1 Wan Chenggao2 Feng Yanqin1 1. School of Mathematics and Statistics,Wuhan University,Hubei 430072,China 2. School of Mathmatics and Computer Science,Hubei University,Hubei 430062,China |
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| Abstract: | In this article, we obtain the large deviations and moderate deviations for negatively dependent (ND) and non-identically distributed random variables defined on (−∞, +∞). The results show that for some non-identical random variables, precise large deviations and moderate deviations remain insensitive to negative dependence structure. |
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| Keywords: | Large deviation moderate deviation negative dependence non-identical distribution |
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