On moderate and large deviations in multinomial distributions

DOI10.1214/AOS/1176349755MaRDI QIDQ1067684zbMATH OpenOpenAlexFDO

Authors Wilbert C. M. Kallenberg

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349755

zbMATH Keywords

goodness-of-fit testsinequalitieslikelihood ratio statisticModerate and large deviationPearson's chi squared test

Mathematics Subject Classification ID

Large deviations (60F10) Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20)

Review text

Moderate and large deviation theorems are presented for the likelihood ratio statistic and Pearson's chi squared statistic in multinomial distributions. Let k be the number of parameters and n the number of observations. Moderate and large deviation theorems are available in the literature only if k is kept fixed when \(n\to \infty\). Although here attention is focussed on \(k=k(n)\to \infty\) as \(n\to \infty\), explicit inequalities are obtained for both k and n fixed. These inequalities imply results for the whole scope of moderate and large deviations both for fixed k and for k(n)\(\to \infty\) as \(n\to \infty.\) It turns out that the \(\chi^ 2\) approximation continues to hold in some sense, even if \(k\to \infty\). The results are applied in studying the influence of the choice of the number of classes on the power in goodness-of-fit tests, including a comparison of Pearson's chi squared test and the likelihood ratio test. Also the question of combining cells in a contingency table is discussed.

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(15)

• Change-point detection in multinomial data with a large number of categories
• Large deviations and intermediate efficiency of decomposable statistics in a multinomial scheme
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• A chi-square goodness-of-fit test for continuous distributions against a known alternative
• On netman-type smooth tests of fit
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• Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
• THE CHOICE OF CELLS IN CHI–SQUARE TESTS
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• Higher-order expansions and efficiencies of tests based on spacings
• On the asymptotic properties of a certain class of goodness-of-fit tests associated with multinomial distributions
• Large deviations of divergence measures on partitions
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