Search Results - subject:"large deviation"

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation

Fu, J.; Li, Gang; Zhao, D. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 3, pp. 477-498

Persistent link: https://www.econbiz.de/10005616288

Bahadur efficiencies of spacings tests for goodness of fit

Zhou, Xian; Jammalamadaka, S. - In: Annals of the Institute of Statistical Mathematics 41 (1989) 3, pp. 541-553

Persistent link: https://www.econbiz.de/10005616425

On an upper bound of Sanov's inequality for the probability of a large deviation

Fu, James C. - In: Statistics & Probability Letters 1 (1983) 3, pp. 107-113

In this paper a sharp upper bound of Sanov's inequality for the large probability of large deviations under the multinomial distribution is obtained. Examples of computing the upper bounds for the probabilities of misclassification in discriminant analysis are also given.

Persistent link: https://www.econbiz.de/10005259310

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