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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 3, Pages 33–48 (Mi ppi141)  

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
References:
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.
English version:
Problems of Information Transmission, 2004, Volume 40, Issue 3, Pages 212–225
DOI: https://doi.org/10.1023/B:PRIT.0000044257.66680.e7
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Fat04}
\by V.~R.~Fatalov
\paper Point Asymptotics for Probabilities of Large Deviations of the $\omega^2$ Statistics in Verification of the Symmetry Hypothesis
\jour Probl. Peredachi Inf.
\yr 2004
\vol 40
\issue 3
\pages 33--48
\mathnet{http://mi.mathnet.ru/ppi141}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2102726}
\zmath{https://zbmath.org/?q=an:1071.62044}
\transl
\jour Problems Inform. Transmission
\yr 2004
\vol 40
\issue 3
\pages 212--225
\crossref{https://doi.org/10.1023/B:PRIT.0000044257.66680.e7}
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