An Asymptotic Representation for the Likelihood Ratio for Multidimensional Samples with Discontinuous Desities

The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.

Saved in:
Bibliographic Details
Published in:Theory of probability and its applications 2001-04, Vol.45 (2), p.289-300
Main Authors: Borisov, I. S., Mironov, D. V.
Format: Article
Language:English
Subjects:
Random variables
Stochastic models
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The accuracy of approximation is investigated of the distribution of the logarithmic likelihood ratio process constructed by a sample from multidimensional distribution with discontinuous density by the convolution of generalized Poisson and degenerate Gaussian distributions.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97978233