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

2021/02/24 by Calì, Camilla, Longobardi, Maria, Macci, Claudio +1
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2102.12451

Abstract

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. (2015) which concern the empirical cumulative entropies defined in Di Crescenzo and Longobardi (2009a).

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