姚琦伟.一类随机场越界概率的大偏差(英文)[J].数学研究及应用,1989,9(2):181~192
一类随机场越界概率的大偏差(英文)
Large Deviations for the Boundary Crossing Probabilities of Some Random Fields
投稿时间:1987-12-28  
DOI:10.3770/j.issn:1000-341X.1989.02.004
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姚琦伟 武汉大学统计学 
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英文摘要:
      For Y1, Y2,…i .i .d . with Y1~N(μ, 1) and Sn=(?)Yi, the large deviations are obtained for theprobabilities that(?) conditionally given (i) Sm=0, and (ii) Smi=ξ. Applied these results to the double change points model with some nuisance parameters, we developed the large deviation for the significance level of the likelihood ratio test.
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