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

DOI10.29229/UZMJ.2021-2-8zbMATH Open1499.60075arXiv1606.00250OpenAlexW4206254935MaRDI QIDQ5029699FDOQ5029699

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Publication date: 14 February 2022

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

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.

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

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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)

Cited In (7)

• On moderate and large deviations in multinomial distributions
• Large deviations and moderate deviations for the chi-square test in type II error
• Title not available (Why is that?)
• Stochastic inequalities relating a class of log-likelihood ratio statistics to their asymptotic \(\chi ^ 2\) distribution
• Duality for optimization problems with entropy-like objective functions
• Probabilities of large deviations for the \(\chi^2\) approximation
• A large deviation result for the likelihood ratio statistic in exponential families

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