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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 3, Pages 609–615 (Mi tvp275)

This article is cited in 6 papers

Short Communications

On bounds for moderate deviations for Student's statistic

G. P. Chistyakova, F. Götzeb

a B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine
b Bielefeld University

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.

Keywords: Linnik zones, self-normalized sum, $t$-statistic, moderate deviations, nonuniform bounds.

Received: 09.06.2003

Language: English

DOI: 10.4213/tvp275


 English version:
Theory of Probability and its Applications, 2004, 48:3, 528–535

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