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Moderate deviations for two sample t-statistics

Hongyuan Cao — 2007

ESAIM: Probability and Statistics

Let be a random sample from a population with mean and variance σ 1 2 , and be a random sample from another population with mean and variance σ 2 2 independent of {}. Consider the two sample t-statistic T = X ¯ - Y ¯ - ( μ 1 - μ 2 ) s 1 2 / n 1 + s 2 2 / n 2 . This paper shows that ln ²/2 for any satisfying → ∞, as provided 0 < < ∞. If, in addition, , , then P ( T x ) 1 - Φ ( x ) 1 holds uniformly in

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