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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1993 Volume 207, Pages 37–59 (Mi znsl5818)

This article is cited in 7 papers

Large deviations for empirical probability measures and statistical tests

M. S. Ermakov


Abstract: Given subsets $\Omega,\Phi$ of a set of probability measures, questions about the uniform in $P\in\Phi$ convergence of the normalized large deviations $n^{-1}\log P$ ($\hat P_n\in\Omega$) and about the convergence of the supremum over $\Phi$ of this value are considered for empirical distributions $\hat P_n$. The results are used for the proof of the asymptotic minimaxity of the Kolmogorov, omega-square, and rank tests by nonparametric sets of alternatives. A new bound for the efficiency of statistical tests is obtained. Bibliography: 19 titles.

UDC: 519.2


 English version:
Journal of Mathematical Sciences, 1996, 81:1, 2379–2393

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