Large deviations for mixtures
نویسنده
چکیده
Suppose the distributions {μn} on Θ obey a large deviation principle (LDP) and that for each θ ∈ Θ the distributions {Pn θ } on X also obey an LDP. The main purpose of this paper is to give conditions which allow an LDP for the mixtures {Pn}, given by Pn(A) = ∫ Pn θ (A)dμn(θ), to be deduced. The treatment follows that of Dinwoodie and Zabell (1992) who, motivated by exchangeability, consider the case where {μn} does not vary with n.
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