Convergence Rate of Multinomial Goodness-of-fit Statistics to Chi-square Distribution
Assylbekov, Zhenisbek
Hiroshima Math. J., Tome 40 (2010) no. 1, p. 115-131 / Harvested from Project Euclid
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Let $\boldsymbol{Y}=\left(Y_1, Y_2,\dots, Y_k\right)'$ be a random vector with multinomial distribution. In this paper we investigate the convergence rate of so-called power divergence family of statistics $\{I^\lambda(\boldsymbol{Y}),\lambda\in\mathbb{R}\}$ introduced by Cressie and Read (1984) to chi-square distribution. It is proved that for every $k\ge4$ $\Pr(2nI^\lambda(\boldsymbol{Y})
Publié le : 2010-03-15
Classification:  Approximation,  Krätzel-Nowak theorem,  chi-square distribution,  power-divergence statistics,  62E20,  62H10,  52A20 
@article{1270645086,
     author = {Assylbekov, Zhenisbek},
     title = {Convergence Rate of Multinomial Goodness-of-fit Statistics to Chi-square Distribution},
     journal = {Hiroshima Math. J.},
     volume = {40},
     number = {1},
     year = {2010},
     pages = { 115-131},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270645086}
}

Assylbekov, Zhenisbek. Convergence Rate of Multinomial Goodness-of-fit Statistics to Chi-square Distribution. Hiroshima Math. J., Tome 40 (2010) no. 1, pp.  115-131. http://gdmltest.u-ga.fr/item/1270645086/