A large deviation principle for a class of weighted means of random variables which converges weakly to the Dickman distribution
Rita Giuliano, Claudio Macci
Abstract
In this paper we consider a wide class of weighted means of random variables which converge weakly to the Dickman distribution. This is inspired by a result proved in [3]. Then we prove a large deviation principle for the sequence of these weighted means. In particular we recover a result proved in [8]. Moreover the generalized framework of this paper allows to consider suitable Neyman Type A distributed random variables.
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