Double asymptotics for the chi-square statistic

DOI10.1016/J.SPL.2016.09.004zbMATH Open1398.62043arXiv1609.03060OpenAlexW2520347517WikidataQ47893601 ScholiaQ47893601MaRDI QIDQ334072FDOQ334072

Jacek Wesołowski, Grzegorz A. Rempala

Publication date: 31 October 2016

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

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 $lambda=0$.

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

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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)

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• Poisson limit theorems for the Cressie-Read statistics
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• Pearson's goodness-of-fit tests for sparse distributions
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