scholarly journals On the Probabilities of Large Deviations of Chi-square and Log-likelihood Ratio Statistics

2021 ◽  
Vol 65 (2) ◽  
Keyword(s):  
Large Deviations ◽  
Likelihood Ratio ◽  
Chi Square ◽  
Probabilities Of Large Deviations ◽  
Log Likelihood ◽  
Log Likelihood Ratio ◽  
Likelihood Ratio Statistics

scholarly journals Large Deviations in Testing Squared Radial Ornstein-Uhleneck Model

2011 ◽  
Vol 2011 ◽  
pp. 1-11
Author(s):  
Shoujiang Zhao ◽  
Qiaojing Liu
Keyword(s):  
Large Deviations ◽  
Hypothesis Testing ◽  
Likelihood Ratio ◽  
Large Deviation ◽  
Decay Rates ◽  
Moderate Deviations ◽  
Large Deviation Principles ◽  
Log Likelihood ◽  
Log Likelihood Ratio ◽  
Error Probabilities

We study the large deviations and moderate deviations of hypothesis testing for squared radial Ornstein-Uhleneck model. Large deviation principles for the log-likelihood ratio are obtained, by which we give negative regions in testing squared radial Ornstein-Uhleneck model and get the decay rates of the error probabilities.

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