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The Collected Works of Wassily Hoeffding pp 473–490Cite as

On Probabilities of Large Deviations

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Summary

The paper is concerned with the estimation of the probability that the empirical distribution of n independent, identically distributed random vectors is contained in a given set of distributions. Sections 1–3 are a survey of some of the literature on the subject. In section 4 the special case of multinomial distributions is considered and certain results on the precise order of magnitude of the probabilities in question are obtained.

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References

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Author information

Authors and Affiliations

  1. University of North Carolina, USA

    Wassily Hoeffding

Authors
  1. Wassily Hoeffding
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Editor information

Editors and Affiliations

  1. Division of Mathematics and Statisics, CSIRO, E6B, Macquarie University Campus, North Ryde, NSW, 2113, Australia

    N. I. Fisher

  2. Department of Statistics, University of North Carolina at Chapel Hill, Chapel Hill, NC, 27599, USA

    P. K. Sen

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© 1994 Springer Science+Business Media New York

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Hoeffding, W. (1994). On Probabilities of Large Deviations. In: Fisher, N.I., Sen, P.K. (eds) The Collected Works of Wassily Hoeffding. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0865-5_29

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  • DOI: https://doi.org/10.1007/978-1-4612-0865-5_29

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-6926-7

  • Online ISBN: 978-1-4612-0865-5

  • eBook Packages: Springer Book Archive

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