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Large deviation results 1 Law of the iterated logarithm 1 Lightly trimmed sums 1 Positive stable laws 1
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Srilakshminarayana, G. 1 Vasudeva, R. 1
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Statistics & Probability Letters 1
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On strong large deviation results for lightly trimmed sums and some applications
Vasudeva, R.; Srilakshminarayana, G. - In: Statistics & Probability Letters 83 (2013) 7, pp. 1745-1753
We obtain here the large deviation results for trimmed sums ((r)Sn) of i.i.d. random variables (Xn), with the distribution function belonging to the domain of attraction of a positive stable law. As an application, we establish a law of the iterated logarithm.
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