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Let X1,...,Xn1 be a
random sample from a population with mean µ1 and variance
, and X1,...,Xn1 be a random sample from
another population with mean µ2 and variance independent of
{Xi,1 ≤ i ≤ n1}.
Consider the two
sample t-statistic .
This paper shows that
ln P(T ≥ x) ~ -x²/2 for any x := x(n1,n2)
satisfying x → ∞, x = o(n1 + n2)1/2 as n1,n2 → ∞ provided 0 < c1 ≤ n1/n2 ≤ c2 < ∞. If, in
addition, E|X1|3 < ∞, E|Y1|3 < ∞, then
holds uniformly in x ∈ (O,o((n1 + n2)1/6))
In this paper, we give sufficient conditions to establish central limit
theorems and moderate deviation principle for a class of support estimates of
empirical and Poisson point processes. The considered estimates are obtained by
smoothing some bias corrected extreme values of the point process. We show how
the smoothing permits to obtain Gaussian asymptotic limits and therefore
pointwise confidence intervals. Some unidimensional and multidimensional
examples are provided.
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