The probabilities of large deviations for a certain class of statistics associated with multinomial distribution

被引:2
作者
Mirakhmedov, Sherzod M. [1 ]
机构
[1] Acad Sci Uzbek, Inst Math, Mirzo Ulugbek Str 81, Tashkent 100125, Uzbekistan
关键词
Chi-square statistic; count statistics; log-likelihood ration statistic; large deviations; multinomial distribution; Poisson distribution; power divergence statistics; LIMIT-THEOREMS; CHI-SQUARE; DIVERGENCE; NUMBER;
D O I
10.1051/ps/2020020
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let eta= (eta(1), horizontal ellipsis ,eta(N)) be a multinomial random vector with parametersn=eta(1)+ MIDLINE HORIZONTAL ELLIPSIS +eta(N)andp(m)> 0,m= 1, horizontal ellipsis ,N,p(1)+ MIDLINE HORIZONTAL ELLIPSIS +p(N)= 1. We assume thatN ->infinity and maxp(m)-> 0 asn ->infinity. The probabilities of large deviations for statistics of the formh(1)(eta(1)) + MIDLINE HORIZONTAL ELLIPSIS +h(N)(eta(N)) are studied, whereh(m)(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.
引用
收藏
页码:581 / 606
页数:26
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