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- t := 1
- logQlb[a_] := -a^2/2 + Log[a] - Log[1 + a^2] - Log[Sqrt[2*[Pi]]]
- logQub[a_] := -a^2/2 - Log[a] - Log[Sqrt[2*[Pi]]]
- ratefn[t_] := t^2/2
- Plot[{-n*ratefn[t], logQlb[t*Sqrt[n]], logQub[t*Sqrt[n]]}, {n, 1,
- 100}, PlotLegends -> {"Large Deviations (Cramer) estimate",
- "Exact (lower bound) via Q fn", "Exact (upper bound) via Q fn"},
- AxesLabel -> {"n", "Log[P[Sn>=t]]"}]
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