Point asymptotics for probabilities of large deviations of the ^2 statistics in verification of the symmetry hypothesis
Let \(F\) be a continuous probability distribution function, \(x_1,\dots, x_n\) be the sample obtained from this distribution and \(F_n\) be the corresponding empirical distribution function. For the \(\omega^2\) statistics \[ \omega^2_n=n\int_{-\infty}^\infty[F_n(x)+F_n(-x)-1]^2\,dF_n(x) \] used for symmetry hypothesis testing, an exact asymptotics \(P(\omega^2_n>nv)\), \(n\to\infty\), \(0<v<1/3\), is obtained, i.e., both the exponential decay rate (large deviations) and the non-exponential prefactor. The proof involves an application of Laplace's method and analysis of a certain extreme value problem.
- Large deviations for symmetrised empirical measures
- scientific article; zbMATH DE number 3850277
- Large deviations of empirical measures under symmetric interaction
- scientific article; zbMATH DE number 4007476
- Symmetries and zero modes in sample path large deviations
- Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation
- Large sample theory for distributions on the hypersphere with rotational symmetries
- A large deviations principle for the polar empirical measure in the two-dimensional symmetric simple exclusion process
This page was built for publication: Point asymptotics for probabilities of large deviations of the \(\omega^2\) statistics in verification of the symmetry hypothesis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1776205)
