Abstract
An asymptotic expansion is obtained for an incomplete beta-type integral, which arises in the study of probabilities of large deviations. The expansion obtained yields large deviation results for binomial, quantile, and related probabilities. Our approach is based on a generalized version of Laplace’s method. © 1980 American Mathematical Society.
| Original language | English |
|---|---|
| Pages (from-to) | 410-414 |
| Journal | Proceedings of the American Mathematical Society |
| Volume | 79 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Jul 1980 |
| Externally published | Yes |
Research Keywords
- Asymptotic expansion
- Laplace’s method
- Large deviation
- Sample quantile
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