Rate of return and standard deviation are two of the most useful statistical concepts in business. These two figures will tell you whether a business project is worth the investment and trouble, given ...

This is a preview. Log in through your library . Abstract Assume a sequence of probabilities {P n} has a large deviation rate function I. It is proved that I takes a form analogous to a convex ...

The relationship of the large deviation rate, $\psi^\ast(a)$, of the mean of independent and identically distributed random variables to their cumulant generating function, $\psi(\lambda)$, is well ...