Abstract:
Upper estimates are found for the sum of probabilities of all the events (x1…xr), where xk is the frequency of the kth outcome in n independent trials carried out according to a polynomial scheme of trials with r possible outcomes, the probability of each of which does not exceed the probability of a fixed event observed in n independent trials carried out according to the same scheme. Using these estimates we construct a test rejecting a polynomial scheme when the probabilities of outcomes in it are known.
Keywords:
polynomial scheme of trials, absolute significance test, Kullback–Leibler distance, consistency of a test under a simple alternative, convex programming.
Citation:
N. P. Salikhov, “On the absolute significance test for polynomial distribution”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 731–746; Theory Probab. Appl., 42:4 (1998), 671–683