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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 4, Pages 731–746
DOI: https://doi.org/10.4213/tvp2182
(Mi tvp2182)
 

On the absolute significance test for polynomial distribution

N. P. Salikhov

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Abstract: Upper estimates are found for the sum of probabilities of all the events (x1xr), 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.
Received: 12.05.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 4, Pages 671–683
DOI: https://doi.org/10.1137/S0040585X97976477
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\paper On the absolute significance test for~polynomial distribution
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\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 4
\pages 671--683
\crossref{https://doi.org/10.1137/S0040585X97976477}
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  • https://doi.org/10.4213/tvp2182
  • https://www.mathnet.ru/eng/tvp/v42/i4/p731
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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