A large deviation theorem for the q-sample likelihood ratio statistic

Rublík, František

Ann. Statist., Tome 24 (1996) no. 6, p. 2280-2287 / Harvested from Project Euclid

Résumé

An upper bound for the tail probability $P_{\theta} (\log (L(x_{(n_1, \dots, n_q)}, \Theta)/L(x_{(n_1, \dots, n_q)}, \theta)) \geq t)$ is derived in the case of sampling from q populations. This estimate is used for establishing the Hodges-Lehmann optimality of a test statistic for a hypothesis on exponential distributions.

Publié le : 1996-10-14
Classification: Large deviations, exponential distributions with unknown lower bound, Hodges-Lehmann optimality, 60F10, 62F05, 62E15, 62F12

@article{1069362322,
     author = {Rubl\'\i k, Franti\v sek},
     title = {A large deviation theorem for the q-sample likelihood ratio statistic},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 2280-2287},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069362322}
}

Rublík, František. A large deviation theorem for the q-sample likelihood ratio statistic. Ann. Statist., Tome 24 (1996) no. 6, pp.  2280-2287. http://gdmltest.u-ga.fr/item/1069362322/