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This article is cited in 6 scientific papers (total in 6 papers)
The asymptotic behavior of the Pearson statistic
V. M. Kruglov M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Some limit theorems are proved for some functionals of the Pearson statistic constructed from the polynomial distribution with parameters $n$ and $p_k$, $k=1,2,\dots$, $s=s(n)$, under the assumption that $\inf_{n}\{n\min_{1\le k\le s}p_k\}>0$, $s\to \infty$, $n\min\{p_k: k\in W_n\}\longrightarrow \infty$, $N_n/s\to 1$ as $n\to \infty$, where $N_n$ is the number of elements in the set $W_n\subset \{1,2,\dots ,s\}$. In particular, multivariate and functional limit theorems are proved for this statistic. As a whole, the statements proved in this paper demonstrate that the Pearson statistic in many respects behaves as an asymptotically normal sum of independent random variables.
Keywords:
Pearson statistic, chi-square statistic, random broken lines, polynomial distribution.
Received: 18.02.1998
Citation:
V. M. Kruglov, “The asymptotic behavior of the Pearson statistic”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 73–102; Theory Probab. Appl., 45:1 (2001), 69–92
Linking options:
https://www.mathnet.ru/eng/tvp325https://doi.org/10.4213/tvp325 https://www.mathnet.ru/eng/tvp/v45/i1/p73
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