Double asymptotics for the chi-square statistic

DOI10.1016/J.SPL.2016.09.004MaRDI QIDQ334072zbMATH OpenOpenAlexWikidataFDO

Authors Grzegorz A. Rempala, Jacek Wesołowski

Publication date 31 October 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.03060

zbMATH Keywords

central limit theoremweak convergencePoisson limit theoremPearson chi-square statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Abstract: We consider distributional limit of the Pearson chi-square statistic when the number of classes m increases with the sample size n in such way that $n/sqrtmolambda$. Under mild moment conditions, the limit is Gaussian for $lambda=infty$, Poisson for finite $lambda>0$, and degenerate for $lambda=0$.

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