| 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. |
