Cramér Type Large Deviations for Generalized Rank Statistics

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The Annals of Probability

Abstract

A Cramér type large deviation theorem is proved under alternatives as well as under hypothesis for the generalized linear rank statistic which includes as special cases (unsigned) linear rank statistics, signed linear rank statistics, linear combination of functions of order statistics, and a rank combinatorial statistic.

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Publisher's, offprint version

Keywords

Statistical theories, Integers, Statistical deviations, Probabilities, Mathematical theorems, Generating function, Approximation, Logical proofs

Citation

Puri, M. L. "Cramér-type large deviations for generalized rank statistics." Annals of Probability (1985), Volume 13 Issue 1, 115–125. Co-authors: Stefan S. Ralescu and Munsup Seoh.

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