Sequential two-fold Pearson chi-squared test and tails of the Bessel process distributions
Probability
2017-11-07 v1 Statistics Theory
Statistics Theory
Abstract
We find asymptotic formulas for error probabilities of two-fold Pearson goodness-of-fit test as functions of two critical levels. These results may be reformulated in terms of tails of two-dimensional distributions of the Bessel process. Necessary properties of the Infeld function are obtained.
Cite
@article{arxiv.1711.01366,
title = {Sequential two-fold Pearson chi-squared test and tails of the Bessel process distributions},
author = {M. P. Savelov},
journal= {arXiv preprint arXiv:1711.01366},
year = {2017}
}