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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2015 Volume 442, Pages 166–178 (Mi znsl6251)

Large deviations for sums of bounded functions of a normalized sample under gamma distribution

A. V. Tchirinaab

a National Research University "Higher School of Economics", St. Petersburg, Russia
b St. Petersburg Electrotechnical University, St. Petersburg, Russia

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.

Key words and phrases: $L$-statistics, exponentiality test, Bahadur efficiency, monotone failure rate.

UDC: 519.2

Received: 05.11.2015


 English version:
Journal of Mathematical Sciences (New York), 2017, 225:5, 833–840

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© Steklov Math. Inst. of RAS, 2024