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 . Under mild moment conditions, the limit is Gaussian for , Poisson for finite , and degenerate for .
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}
}