The components of chi-squared statistics for goodness-of-fit tests

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[For the entire collection see Zbl 0626.00025.] One obtains a formula for the transformation of a vector with a given covariance matrix. The sum of the squares of the components of the transformed vector is equal to a chi-square type quadratic form, constructed with the aid of the initial vector. Taking into account this property, one finds the components of the Pearson statistic, Pearson- Fisher statistic, etc.











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