A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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46 citations
46 citations
Cites background from "A Measure of Asymptotic Efficiency ..."
..., the Chernoff and Hoeffding bounds [4,12]) that relate absolute error, confidence and the required number of simulations to achieve them, independent of the probability of the property....
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46 citations
Cites background from "A Measure of Asymptotic Efficiency ..."
...random variables ([26] and [12], Theorem 1; also see [39], Proposition 14....
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...…John Wiley & Sons, Ltd. 1 of 11 https://doi.org/10.1002/sta4.314 characterized the asymptotic tail probability for the sum of i.i.d. random variables (Lyons & Pemantle, 1992, and Chernoff, 1952, Theorem 1; also see Van der Vaart, 2000, Proposition 14.23): suppose Z1, … , Zk are i.i.d. copies of Z....
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...The Chernoff–Cramèr bound (Chernoff (1952), Theorem 1; also see, e.g., Boucheron et al. (2013), and Wainwright (2019)), with a generic statement given below, has been a basic tool to develop upper bounds of tail probabilities....
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46 citations