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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 442, Pages 166–178 (Mi znsl6251)  
Large deviations for sums of bounded functions of a normalized sample under gamma distribution

A. V. Tchirinaab

a National Research University "Higher School of Economics", St. Petersburg, Russia
b St. Petersburg Electrotechnical University, St. Petersburg, Russia
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Abstract: We study large deviations of a widely used class of scale-free statistics under gamma distribution. We show that the constraints on the functions defining these statistics can be relaxed with respect to the previously obtained result. The result is applied to a recent exponentiality test.
Key words and phrases: $L$-statistics, exponentiality test, Bahadur efficiency, monotone failure rate.
Received: 05.11.2015
English version:
Journal of Mathematical Sciences (New York), 2017, Volume 225, Issue 5, Pages 833–840
DOI: https://doi.org/10.1007/s10958-017-3499-9
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. V. Tchirina, “Large deviations for sums of bounded functions of a normalized sample under gamma distribution”, Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, POMI, St. Petersburg, 2015, 166–178; J. Math. Sci. (N. Y.), 225:5 (2017), 833–840
Citation in format AMSBIB
\Bibitem{Chi15}
\by A.~V.~Tchirina
\paper Large deviations for sums of bounded functions of a~normalized sample under gamma distribution
\inbook Probability and statistics. Part~23
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 442
\pages 166--178
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6251}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3506852}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2017
\vol 225
\issue 5
\pages 833--840
\crossref{https://doi.org/10.1007/s10958-017-3499-9}
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