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math.ST2012★ 4 cited
Some Refinements of Large Deviation Tail Probabilities
Laszlo Gyorfi, Peter Harremoes, Gabor Tusnady
We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Bino…
math.ST2012★ 8 cited
Information Divergence is more chi squared distributed than the chi squared statistics
Peter Harremoës, Gábor Tusnády
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an…