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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2000 Volume 45, Issue 2, Pages 345–356 (Mi tvp467)

This article is cited in 5 papers

Short Communications

An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities

I. S. Borisov, D. V. Mironov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.

Keywords: likelihoods ratio process, generalized Poisson process, asymptotic expansion.

Received: 23.05.1997

DOI: 10.4213/tvp467


 English version:
Theory of Probability and its Applications, 2001, 45:2, 289–300

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