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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 3, Pages 33–48
(Mi ppi141)
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Methods of Signal Processing
Point Asymptotics for Probabilities of Large Deviations of the $\omega^2$ Statistics in Verification of the Symmetry Hypothesis
V. R. Fatalov
Abstract:
We consider the $\omega^2$ statistic, destined for testing the symmetry hypothesis, which has the form
$$
\omega^2_n=n\int\limits_{-\infty}^\infty[F_n(x)+F_n(-x)-1]^2\,dF_n(x),
$$
where $F_n(x)$ is the empirical distribution function. Based on the Laplace method for empirical measures, exact asymptotic (as $n\to\infty$) of the probability
$$
\mathrm{P}\{\omega_n^2>nv\}
$$
for $0<v<1/3$ is found.
Constants entering the formula for the exact asymptotic are computed by solving the extreme value problem for the rate function and analyzing the spectrum of the second-order differential equation of the Sturm–Liouville type.
Citation:
V. R. Fatalov, “Point Asymptotics for Probabilities of Large Deviations of the $\omega^2$ Statistics in Verification of the Symmetry Hypothesis”, Probl. Peredachi Inf., 40:3 (2004), 33–48; Problems Inform. Transmission, 40:3 (2004), 212–225
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https://www.mathnet.ru/eng/ppi141 https://www.mathnet.ru/eng/ppi/v40/i3/p33
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Abstract page: | 251 | Full-text PDF : | 100 | References: | 53 |
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