Let X1,X2,...,Xn be a random sample from any distribution withmean ? and moment generating function M(t). Assume that M(t) isfinite for some t > 0.
Let c>? be any constant. Let Yn = X1+X2+···+Xn. Show thatP(Yn ? cn) ? exp[?n a(c)] where P(Yn ? cn) ? exp[?n a(c)]
a(c) = sup[ct ? ln M (t)]. t > 0
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