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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 4, Pages 668–695 (Mi tvp2179)

This article is cited in 21 papers

Asymptotic minimaxity of chi-square tests

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences

Abstract: We consider the asymptotic behavior of chi-square tests when a number $k_n$ of cells increases as the sample size $n$ grows. For such a setting we show that a sequence of chi-square tests is asymptotically minimax if $k_n = o(n^2)$ as $n \to \infty$. The proof makes use of a theorem about asymptotic normality of chi-square test statistics obtained under new assumptions.

Keywords: chi-square tests, asymptotic efficiency, asymptotic normality, asymptotically minimax approach, goodness-of-fit testing.

Received: 11.11.1996

DOI: 10.4213/tvp2179


 English version:
Theory of Probability and its Applications, 1998, 42:4, 589–610

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