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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 375–379
(Mi tvp3223)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On the power of the chi-square test with increasing number of class-intervals
A. A. Borovkov Novosibirsk
Abstract:
The paper deals with testing a simple hypothesis against a sequence of simple alternatives converging to the hypothesis at rate $n^{-1/z}$, $n$ being the sample size.
It is known that the power of the chi-square test with $r$ equiprobable class-intervals tends to the test size if $r\to\infty$ as $n\to\infty$. Here it is shown that, in case of not equiprobable class-intervals, the power tends to a certain nondegenerate limit as $r/n\to c>0$ and, if $r/n\to\infty$, then the test behaves like a locally most powerful test against a specific sequence of alternatives depending on the behaviour of the class-intervals probabilities.
Received: 04.08.1976
Citation:
A. A. Borovkov, “On the power of the chi-square test with increasing number of class-intervals”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 375–379; Theory Probab. Appl., 22:2 (1978), 366–370
Linking options:
https://www.mathnet.ru/eng/tvp3223 https://www.mathnet.ru/eng/tvp/v22/i2/p375
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Abstract page: | 297 | Full-text PDF : | 121 |
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