The Limit Distribution for a Chi-Square Process with Disorder

DOI10.1137/1129084MaRDI QIDQ3678458zbMATH OpenOpenAlexFDO

Authors A. F. Ronzhin

Publication date 1985

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1129084

zbMATH Keywords

change-pointchi-square processlimit distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10) Parametric tolerance and confidence regions (62F25)

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Cited in

(3)

• The ^ 2 process and its application to statistics
• Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process
• A Sequential Chi-Square Test

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