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December 17th, 2016, 02:22 PM  #1 
Newbie Joined: Dec 2016 From: US Posts: 6 Thanks: 0  Large deviation function for a Gamma distribution
I have a problem with the final part of this exercise. I have computed the large deviation function of that distribution correctly, I've also found the form of the Y function but I'm not able to justify that relation. Could anyone explain it to me please? Compute the large deviation function for a non negative random variable with distribution p(x) = x^(nā1)*exp(x)/Ī(n). Check that the solution has the scaling form I(x) = nY(x/n). Why is this so? Last edited by mike22; December 17th, 2016 at 02:24 PM. 

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deviation, distribution, function, gamma, large 
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