Large deviations for a~class of scale-free statistics under Gamma distribution
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 252-279
Voir la notice de l'article provenant de la source Math-Net.Ru
We study large deviations for sums of functions from Gamma-distributed random values normalized by their sample mean. In particular, large deviations are worked out for several well-known scale-free exponentiality tests such as Moran test and Liliefors test. We also obtain some new results concerning a class of goodness-of-fit tests for the uniform distribution based on spacings.
@article{ZNSL_2003_298_a15,
author = {A. V. Tchirina},
title = {Large deviations for a~class of scale-free statistics under {Gamma} distribution},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {252--279},
publisher = {mathdoc},
volume = {298},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a15/}
}
A. V. Tchirina. Large deviations for a~class of scale-free statistics under Gamma distribution. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 252-279. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a15/