Conditional large deviations for density
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Gie-Whan Kim; Donald R. Truax
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Article
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1998
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Elsevier Science
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English
β 335 KB
The conditional large deviations theorem of Jing and Robinson (1994) is extended in the following sense. Consider a random sample of pairs of random vectors and the sample means of each of the pairs. For p >~ 1, the probability that first falls outside a certain p-dimensional convex set given that t