pith. sign in

arxiv: 1609.03060 · v1 · pith:MXHFB5U6new · submitted 2016-09-10 · 🧮 math.PR

Double asymptotics for the chi-square statistic

classification 🧮 math.PR
keywords lambdachi-squarelimitstatisticasymptoticsclassesconditionsconsider
0
0 comments X
read the original abstract

We consider distributional limit of the Pearson chi-square statistic when the number of classes m increases with the sample size n in such way that $n/\sqrt{m} \to {\lambda}$. Under mild moment conditions, the limit is Gaussian for ${\lambda} = \infty$, Poisson for finite ${\lambda} > 0$, and degenerate for ${\lambda} = 0$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.