On an upper bound of Sanov's inequality for the probability of a large deviation |
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| Authors: | James C. Fu |
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| Affiliation: | Department of Statistics, University of Manitoba, Winnipeg, Manitoba R3T 2N2, Canada |
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| 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. |
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| Keywords: | Large deviation Sanov's inequality |
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