Abstract:
Let $X_1,X_2,\dots$ be independent random variables with zero means
and finite variances. In this paper we prove lower bounds for
a Cramér-type large deviation theorem for self-normalized sums
which imply that the bounds obtained by Jing, Shao, and
Wang
[Ann. Probab., 31 (2003), pp. 2167–2215]
are sharp.