Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
independent and identically distributed random variables
|
| gptkbp:concerns |
large deviations principle
|
| gptkbp:describes |
asymptotic probability of empirical distributions
|
| gptkbp:field |
gptkb:information_theory
gptkb:probability_theory |
| https://www.w3.org/2000/01/rdf-schema#label |
Sanov's theorem
|
| gptkbp:namedAfter |
Igor Sanov
|
| gptkbp:publishedIn |
1957
|
| gptkbp:state |
probability that empirical distribution falls in a set decays exponentially with rate given by relative entropy
|
| gptkbp:usedIn |
gptkb:information_theory
gptkb:statistical_mechanics hypothesis testing |
| gptkbp:bfsParent |
gptkb:Donsker–Varadhan_theory
|
| gptkbp:bfsLayer |
6
|