(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Suppose X_{1},X_{2}.... are iid mean 1 exponential random variables. Use large deviation methodology to give a lower bound for the rate function R(a) for a>1

2. Relevant equations

R(a) [tex]\leq[/tex] [tex]\frac{-logP[Sn >n*a]}{n}[/tex]

3. The attempt at a solution

I know that a sum of exponential random variables is Gamma (n, 1).

I'm having a problem with finding the probability.

the pdf of a gamma dist random variable is:[tex]\frac{x^(^n^-^1^)*e^(^-^x^)}{(n-1)!}[/tex]

I think after transforming it, this is the pdf.

But I'm getting a very hard integral and even my TI-89 can't solve it.

I think I'm doing something wrong.

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# Homework Help: Probability- Exponential Random Variables

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