On an upper bound of Sanov's inequality for the probability of a large deviation

James C. Fu

Statistics & Probability Letters, 1983, vol. 1, issue 3, 107-113

Abstract: In this paper a sharp upper bound of Sanov's inequality for the large probability of large deviations under the multinomial distribution is obtained. Examples of computing the upper bounds for the probabilities of misclassification in discriminant analysis are also given.

Keywords: Large; deviation; Sanov's; inequality (search for similar items in EconPapers)
Date: 1983
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