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A theorem on large-deviation probabilities for decomposable statistics and its statistical application

✍ Scribed by A. F. Ronzhin

Publisher
SP MAIK Nauka/Interperiodica
Year
1984
Tongue
English
Weight
595 KB
Volume
36
Category
Article
ISSN
0001-4346

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πŸ“œ SIMILAR VOLUMES

On large deviation theorem for data-driv
On large deviation theorem for data-driven Neyman's statistic
✍ Tadeusz Inglot πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 111 KB

The aim of the paper is to show that for data-driven Neyman's statistic large deviation theorem does not hold. We derive an explicit estimate from below for probabilities of large and moderate deviations. The main tool is a version of a lower exponential inequality recently obtained by Mogulskii.