Theorem on large deviations for the generalized Student's ratio
Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part II, Tome 79 (1978), pp. 82-96
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A theorem on large deviations is obtained. The theorem proposes a multiplicative modification of Welch's approximative approach (B. L. Welch, Biometrika, 34, 1, 1947, p.28–35) to the problem of interval estimation of a given linear function of mean values of several normal populations with unknown parameters.
@article{ZNSL_1978_79_a6,
author = {O. V. Shalaevskii},
title = {Theorem on large deviations for the generalized {Student's} ratio},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {82--96},
publisher = {mathdoc},
volume = {79},
year = {1978},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1978_79_a6/}
}
O. V. Shalaevskii. Theorem on large deviations for the generalized Student's ratio. Zapiski Nauchnykh Seminarov POMI, Studies in the statistical estimation theory. Part II, Tome 79 (1978), pp. 82-96. http://geodesic.mathdoc.fr/item/ZNSL_1978_79_a6/