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Some Refinements of Large Deviation Tail Probabilities

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arxiv 1205.1005 v1 pith:FWXEBPE2 submitted 2012-05-04 math.ST stat.TH

Laszlo Gyorfi , Peter Harremoes , Gabor Tusnady This is my paper · ORCID
classification math.STstat.TH
keywords probabilitiestaildeviationlargerefinementsresultssomeapproximations
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We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are discussed in more detail.

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