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Large Deviations for Sums of Bounded Functions of a Normalized Sample Under Gamma Distribution

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We study large deviations of a widely used class of scale-free statistics under gamma distribution. We show that the constraints on the functions defining these statistics can be relaxed with respect to the previously obtained result. The result is applied to a recent exponentiality test. Bibliography: 7 titles.

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Correspondence to A. V. Tchirina.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 442, 2015, pp. 166–178.

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Tchirina, A.V. Large Deviations for Sums of Bounded Functions of a Normalized Sample Under Gamma Distribution. J Math Sci 225, 833–840 (2017). https://doi.org/10.1007/s10958-017-3499-9

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  • DOI: https://doi.org/10.1007/s10958-017-3499-9

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