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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 442, Pages 166–178
(Mi znsl6251)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/znsl6251 https://www.mathnet.ru/eng/znsl/v442/p166
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Abstract page: | 123 | Full-text PDF : | 44 | References: | 45 | First page: | 2 |
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