Large Deviations for Sums of Bounded Functions of a Normalized Sample Under Gamma Distribution
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DOI: 10.1007/s10958-017-3499-9
Abstract: We study large deviations of a widely used class of scale-free statistics under gamma distribution. We show that the constraints on the functions defining these statistics can be relaxed with respect to the previously obtained… read more here.
Keywords: sums bounded; deviations sums; gamma distribution; bounded functions ... See more keywords