Institute of Information Theory and Automation

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Bibliography

Journal Article

Asymptotic distribution for goodness-of-fit statistics in a sequence of multinomial models

Vajda Igor, Gyorfi L.

: Statistics & Probability Letters vol.56, 1 (2002), p. 57-67

: CEZ:AV0Z1075907

: IAA1075101, GA AV ČR

: goodness-of-fit statistics, disparity statistics, goodnes-of-fit tests

(eng): We consider a class of disparity measures between discrete distributions consisting of k depending, as well as the probability themselves, on n=1,2,... and their estimates based on k multinomially distributed statistics. Using the classical results of Pearson and Tumayan, we formulate new conditions on sequences of distributions under which standardized disparities tend to the chi-square or normal laws when n increases to infinity.

: 12B

: BB

2019-01-07 08:39