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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 3, Pages 33–48
(Mi ppi141)
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Methods of Signal Processing
Point Asymptotics for Probabilities of Large Deviations of the ω2 Statistics in Verification of the Symmetry Hypothesis
V. R. Fatalov
Abstract:
We consider the ω2 statistic, destined for testing the symmetry hypothesis, which has the form
ω2n=n∞∫−∞[Fn(x)+Fn(−x)−1]2dFn(x),
where Fn(x) is the empirical distribution function. Based on the Laplace method for empirical measures, exact asymptotic (as n→∞) of the probability
P{ω2n>nv}
for 0<v<1/3 is found.
Constants entering the formula for the exact asymptotic are computed by solving the extreme value problem for the rate function and analyzing the spectrum of the second-order differential equation of the Sturm–Liouville type.
Citation:
V. R. Fatalov, “Point Asymptotics for Probabilities of Large Deviations of the ω2 Statistics in Verification of the Symmetry Hypothesis”, Probl. Peredachi Inf., 40:3 (2004), 33–48; Problems Inform. Transmission, 40:3 (2004), 212–225
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https://www.mathnet.ru/eng/ppi141 https://www.mathnet.ru/eng/ppi/v40/i3/p33
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Abstract page: | 249 | Full-text PDF : | 99 | References: | 51 |
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