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arXiv · 2102.12451

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

Camilla Calì·Maria Longobardi·Claudio Macci·Barbara Pacchiarotti
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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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Camilla Calì, Maria Longobardi, Claudio Macci, Barbara Pacchiarotti. 2021-02-24. Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables. https://arxiv.org/abs/2102.12451

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