Large deviations for sums of bounded functions of a~normalized sample under gamma distribution
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 166-178
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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.
@article{ZNSL_2015_442_a10,
author = {A. V. Tchirina},
title = {Large deviations for sums of bounded functions of a~normalized sample under gamma distribution},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {166--178},
publisher = {mathdoc},
volume = {442},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a10/}
}
TY - JOUR AU - A. V. Tchirina TI - Large deviations for sums of bounded functions of a~normalized sample under gamma distribution JO - Zapiski Nauchnykh Seminarov POMI PY - 2015 SP - 166 EP - 178 VL - 442 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a10/ LA - ru ID - ZNSL_2015_442_a10 ER -
A. V. Tchirina. Large deviations for sums of bounded functions of a~normalized sample under gamma distribution. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 166-178. http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a10/