Large Deviations for Sums of Bounded Functions of a Normalized Sample Under Gamma Distribution
- Authors: Tchirina A.V.1
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Affiliations:
- St. Petersburg State Electrotechnical University “LETI”, National Research University “Higher School of Economics”
- Issue: Vol 225, No 5 (2017)
- Pages: 833-840
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/239845
- DOI: https://doi.org/10.1007/s10958-017-3499-9
- ID: 239845
Cite item
Abstract
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. Bibliography: 7 titles.
About the authors
A. V. Tchirina
St. Petersburg State Electrotechnical University “LETI”, National Research University “Higher School of Economics”
Author for correspondence.
Email: antch@mail.ru
Russian Federation, St. Petersburg
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