Abstract
Let η = (η1, …, ηN) be a multinomial random vector with parameters n = η1 + ⋯ + ηN and pm > 0, m = 1, …, N, p1 + ⋯ + pN = 1. We assume that N →∞ and maxpm → 0 as n →∞. The probabilities of large deviations for statistics of the form h1(η1) + ⋯ + hN(ηN) are studied, where hm(x) is a real-valued function of a non-negative integer-valued argument. The new large deviation results for the power-divergence statistics and its most popular special variants, as well as for several count statistics are derived as consequences of the general theorems.
Subject
Statistics and Probability
Reference36 articles.
1. On the conditions of asymptotic normality of multidimensional randomized decomposable statistics
2. Pearson's X 2 and the Loglikelihood Ratio Statistic G 2 : A Comparative Review
3. Csiszár I.,
Information measures: a critical survey,
in
Transactions of the 7th Prague Conference on Information Theory, Statistical Decision Functions, Random Processes
(1997) 73–86.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献