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

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 conditio...

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Veröffentlicht in:Metrika 2022-08, Vol.85 (6), p.733-752
Hauptverfasser: Calì, Camilla, Longobardi, Maria, Macci, Claudio, Pacchiarotti, Barbara
Format: Artikel
Sprache:eng
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Zusammenfassung: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 ).
ISSN:0026-1335
1435-926X
DOI:10.1007/s00184-021-00849-8