Lecture

Large Deviations Principle: Cramer's Theorem

In course

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Description

This lecture covers the large deviations principle, focusing on Cramer's theorem and Hoeffding's inequality. The slides present the concept of large deviations, iid random variables, and the bound and integrability conditions. The lecture also discusses the universal result of large deviations and provides examples with normal distributions.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_l3x27ogw

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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