Moderate deviations for two sample t-statistics
نویسندگان
چکیده
منابع مشابه
Moderate Deviations for Two Sample T-statistics
Abstract. Let X1, ..., Xn1 be a random sample from a population with mean μ1 and variance σ 2 1 , and Y1, ..., Yn2 be a random sample from another population with mean μ2 and variance σ 2 2 independent of {Xi, 1 ≤ i ≤ n1}. Consider the two sample t-statistic T = X̄−Ȳ −(μ1−μ2) √ s1/n1+s 2 2/n2 . This paper shows that lnP (T ≥ x) ∼ −x2/2 for any x := x(n1, n2) satisfying x → ∞, x = o(n1 + n2) as n...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2007
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2007020