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Diskretnaya Matematika, 2016, Volume 28, Issue 3, Pages 49–58
DOI: https://doi.org/10.4213/dm1383 (Mi dm1383) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process

A. M. Zubkova, M. P. Savelovb

a Steklov Mathematical Institute of Russian Academy of Sciences
b Lomonosov Moscow State University
Full-text PDF (470 kB) Citations (3)
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DOI: https://doi.org/10.4213/dm1383
Abstract: It is shown that, with suitable time change, the finite-dimensional distributions of the process formed by successive values of the Pearson statistics for an expanding sample converge to finite-dimensional distributions of the stationary random process, namely, the normalized square of the Bessel process. The results obtained earlier on the limit joint distributions of the Pearson statistics are used to derive explicit formulas for the density of joint distributions of the Bessel process.
Keywords: Pearson statictics, sequential chi-square test, Bessel process.
Received: 24.06.2016
English version:
Discrete Mathematics and Applications, 2017, Volume 27, Issue 6, Pages 405–411
DOI: https://doi.org/10.1515/dma-2017-0041
Bibliographic databases:
Document Type: Article
UDC: 519.214.5
Language: Russian
Citation: A. M. Zubkov, M. P. Savelov, “Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process”, Diskr. Mat., 28:3 (2016), 49–58; Discrete Math. Appl., 27:6 (2017), 405–411
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Дискретная математика
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