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Consider the familiar simple set up for the central limit theorem (clt). Let X 1, X 2, … be independently and identically distributed real random variables with common distribution function F( x). Let \(Y_n = \frac {1}{n} (X_1+\cdots + X_n)\) , n = 1,2,…. Suppose that \(\displaystyle \int xF(dx) = 0, \int x^2F(dx)=l \)

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Moderate Deviations

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  • 发表日期：

    2025年

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  • Jayaram Sethuraman

摘要

Consider the familiar simple set up for the central limit theorem (clt). Let X 1, X 2, … be independently and identically distributed real random variables with common distribution function F( x). Let \(Y_n = \frac {1}{n} (X_1+\cdots + X_n)\) , n = 1,2,…. Suppose that \(\displaystyle \int xF(dx) = 0, \int x^2F(dx)=l \)