A large deviation theorem for the q-sample likelihood ratio statistic

• 成果类型: Article
• 署名作者: Rublik, F
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1069362322
• 发表日期: 1996
• 页码: 2280-2287
• 关键词: lr tests; optimality

摘要

An upper bound for the tail probability P-theta(log(L(x((n1,...,nq)),Theta)/ L(x((n1,...,nq)),theta) greater than or equal to t) is derived in the case of sampling from q populations. This estimate is used for establishing the Hodges-Lehmann optimality of a test statistic for a hypothesis on exponential distributions.