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A Cramér Type Large Deviation Result for Student'st-Statistic

✍ Scribed by Qi-Man Shao


Book ID
110409647
Publisher
Springer US
Year
1999
Tongue
English
Weight
378 KB
Volume
12
Category
Article
ISSN
0894-9840

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Contiguous alternatives which preserve C
✍ Tiee-Jian Wu 📂 Article 📅 1989 🏛 Springer Japan 🌐 English ⚖ 498 KB

Let PN and QN, N>\_ 1, be two possible probability distributions of a random vector Xu = (Xm .... ,XNN), whose components are N independent. Suppose PN and QN have respective densities ps = iH=~f(xNi --N N ON) and qN ----i ~=l = f(xNi-ONi), where ON = N-1 i=1 y' ONi, such that ~i~umax [ONi-ON[ = O(N