A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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38 citations
Cites methods from "A Measure of Asymptotic Efficiency ..."
...We will also use the following estimates due to Chernoff [45] (the ‘Chernoff’s bounds’, see also [46]) on the tails of the binomial distribution:...
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...By applying Chernoff’s bounds withγ = 1/2, m = n/2 and p′ = ( e − 11 4(np)β 8 ) cnβ 2−β pβ2, it follows that the probability that|U | ≥ ( e − 5 2(np)β 8 ) cn1+β2−β pβ2 4 is at least 1− e− ( e − 5 2(np)β 8 ) cn1+β2−β pβ2 16 ....
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...We will also use the following estimates due to Chernoff [45] (the ‘Chernoff’s bounds’, see also [46]) on the tails of the binomial distribution: LEMMA 3.5....
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...By applying Chernoff’s bound it follows that for suitably largen, the probability that |U ′i | ≤ (np) c−1 8 is at moste − (np)c−132 ....
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38 citations
38 citations
38 citations