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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 252–279 (Mi znsl1175)

This article is cited in 7 papers

Large deviations for a class of scale-free statistics under Gamma distribution

A. V. Tchirina

Saint-Petersburg State Electrotechnical University

Abstract: We study large deviations for sums of functions from Gamma-distributed random values normalized by their sample mean. In particular, large deviations are worked out for several well-known scale-free exponentiality tests such as Moran test and Liliefors test. We also obtain some new results concerning a class of goodness-of-fit tests for the uniform distribution based on spacings.

UDC: 519.2

Received: 29.09.2003


 English version:
Journal of Mathematical Sciences (New York), 2005, 128:1, 2640–2655

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