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arXiv · 1205.1005

Some Refinements of Large Deviation Tail Probabilities

Laszlo Gyorfi·Peter Harremoes·Gabor Tusnady
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Abstract

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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Laszlo Gyorfi, Peter Harremoes, Gabor Tusnady. 2012-05-04. Some Refinements of Large Deviation Tail Probabilities. https://arxiv.org/abs/1205.1005

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