A Comparison of Chi-Square Goodness-of-Fit Tests Based on Approximate Bahadur Slope
Spruill, M. C.
Ann. Statist., Tome 4 (1976) no. 1, p. 409-412 / Harvested from Project Euclid
The Pearson-Fisher $\chi^2$ statistic is asymptotically chi-square under the null hypothesis with $M - m - 1$ degrees of freedom where $M =$ number of cells and $m =$ dimension of parameter. The Chernoff-Lehmann statistic is a weighted sum of chi-squares and the Kambhampati statistic is $\chi^2$ with $M - 1$ degrees of freedom. The approximate Bahadur slopes of the tests based on these statistics are computed. It is shown that the Kambhampati test always dominates the Chernoff-Lehmann and that no such dominance exists between the Pearson-Fisher test and Kambhampati test, or the Pearson-Fisher and Chernoff-Lehmann.
Publié le : 1976-03-14
Classification:  Chi-square test,  Bahadur slope,  62G20,  62F10
@article{1176343418,
     author = {Spruill, M. C.},
     title = {A Comparison of Chi-Square Goodness-of-Fit Tests Based on Approximate Bahadur Slope},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 409-412},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343418}
}
Spruill, M. C. A Comparison of Chi-Square Goodness-of-Fit Tests Based on Approximate Bahadur Slope. Ann. Statist., Tome 4 (1976) no. 1, pp.  409-412. http://gdmltest.u-ga.fr/item/1176343418/