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 |
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Hauptverfasser: | , , , |
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
). |
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ISSN: | 0026-1335 1435-926X |
DOI: | 10.1007/s00184-021-00849-8 |