Double asymptotics for the chi-square statistic
classification
🧮 math.PR
keywords
lambdachi-squarelimitstatisticasymptoticsclassesconditionsconsider
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.