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Double asymptotics for the chi-square statistic

Probability 2016-09-13 v1

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/mλn/\sqrt{m} \to {\lambda}. Under mild moment conditions, the limit is Gaussian for λ={\lambda} = \infty, Poisson for finite λ>0{\lambda} > 0, and degenerate for λ=0{\lambda} = 0.

Keywords

Cite

@article{arxiv.1609.03060,
  title  = {Double asymptotics for the chi-square statistic},
  author = {Grzegorz A. Rempała and Jacek Wesołowski},
  journal= {arXiv preprint arXiv:1609.03060},
  year   = {2016}
}
R2 v1 2026-06-22T15:45:47.671Z