Probabilities of Large Deviations for Empirical Measures
The Annals of Statistics · 1976 · Volume 4 · Issue 4
Abstract
Sanov's theorem on the asymptotic behavior of probabilities of large deviations for an empirical probability distribution is established under different conditions than previously given by Sanov, Hoadley and Stone. The new conditions are based on likelihood ratio approximations rather than on multinomial approximations. It is shown that these conditions are strictly more general than those of Stone.
Keywords
60F10, 62F20, 62G20, empirical probability measures, exact slope, large deviations, likelihood ratio
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