期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2004
卷号：2004
DOI：10.1155/S0161171204301444
出版社：Hindawi Publishing Corporation
摘要：We first prove some large deviation results for a mixture of i.i.d. random variables. Compared with most of the known results in the literature, our results are built on relaxing some restrictive conditions that may not be easy to be checked in certain typical cases. The main feature in our main results is that we require little knowledge of (continuity of) the component measures and/or of the compactness of the support of the mixing measure. Instead, we pose certain moment conditions, which may be more practical in applications. We then use the large deviation approach to study the problem of estimating the component and the mixing measures.
