Abstract:
This paper studies the asymptotic behavior of a density of a sum of independent identically distributed random variables with a common absolutely continuous distribution satisfying the right-hand Cramér condition. We prove that for a definite class of such distributions the well-known asymptotic representations in local and integral limit theorems are valid in the case of large deviations of arbitrarily high order.
Keywords:independent random variables, density function, large deviations, Cramér condition.