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.
β¦ LIBER β¦
On neyman's statistic for testing uniformity
β Scribed by Solomon, Herbert; Stephens, Michael A.
- Book ID
- 115475230
- Publisher
- Taylor and Francis Group
- Year
- 1983
- Tongue
- English
- Weight
- 229 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0361-0918
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