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Asymptotic distribution of density ratios

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  • Antonelli, Sabrina
  • Regoli, Giuliana

Abstract

We find limit theorems regarding asymptotic distribution of density ratios. These results are applied to analyze the goodness of classical approximations. Furthermore these theorems are used in statistical inference procedures to find asymptotic distribution of likelihood ratios.

Suggested Citation

  • Antonelli, Sabrina & Regoli, Giuliana, 2009. "Asymptotic distribution of density ratios," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 289-294, February.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:3:p:289-294
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    References listed on IDEAS

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    1. Antonelli, Sabrina & Regoli, Giuliana, 2005. "On the Poisson-binomial relative error," Statistics & Probability Letters, Elsevier, vol. 71(3), pages 249-256, March.
    2. Eisuke Hida & Masafumi Akahira, 2003. "An approximation to the generalized hypergeometric distribution," Statistical Papers, Springer, vol. 44(4), pages 483-497, October.
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