On the Probabilities of Large Deviations of Chi-square and Log-likelihood Ratio Statistics

DOI10.29229/UZMJ.2021-2-8MaRDI QIDQ5029699zbMATH OpenOpenAlexFDO

Authors

Publication date 14 February 2022

Published in Uzbek Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.00250

zbMATH Keywords

Poisson distributionlarge deviationsmultinomial distributionchi-square statisticlog-likelihood ration statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Abstract: A new large deviation results for the Pearson chi-square and Log-likelihood ratio statistics are obtained. Here attention is focused on the case when the number of groups increases to infinity and the probabilities of groups decreases to zero, as the sample size tends to infinity.

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(7)

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