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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2004 Volume 40, Issue 3, Pages 33–48 (Mi ppi141)

Methods of Signal Processing

Point Asymptotics for Probabilities of Large Deviations of the $\omega^2$ Statistics in Verification of the Symmetry Hypothesis

V. R. Fatalov


Abstract: We consider the $\omega^2$ statistic, destined for testing the symmetry hypothesis, which has the form
$$ \omega^2_n=n\int\limits_{-\infty}^\infty[F_n(x)+F_n(-x)-1]^2\,dF_n(x), $$
where $F_n(x)$ is the empirical distribution function. Based on the Laplace method for empirical measures, exact asymptotic (as $n\to\infty$) of the probability
$$ \mathrm{P}\{\omega_n^2>nv\} $$
for $0<v<1/3$ is found.
Constants entering the formula for the exact asymptotic are computed by solving the extreme value problem for the rate function and analyzing the spectrum of the second-order differential equation of the Sturm–Liouville type.

UDC: 621.391.1:519.2


 English version:
Problems of Information Transmission, 2004, 40:3, 212–225

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© Steklov Math. Inst. of RAS, 2025