An Asymptotic Expansion of a Beta-type Integral and Its Application to Probabilities of Large Deviations'
نویسنده
چکیده
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.
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