Summary
The paper is concerned with the estimation of the probability that the empirical distribution of n independent, identically distributed random vectors is contained in a given set of distributions. Sections 1–3 are a survey of some of the literature on the subject. In section 4 the special case of multinomial distributions is considered and certain results on the precise order of magnitude of the probabilities in question are obtained.
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References
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Hoeffding, W. (1994). On Probabilities of Large Deviations. In: Fisher, N.I., Sen, P.K. (eds) The Collected Works of Wassily Hoeffding. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0865-5_29
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DOI: https://doi.org/10.1007/978-1-4612-0865-5_29
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