WIAS Preprint No. 185, (1995)

Asymptotic minimaxity of chi-square tests



Authors

  • Ermakov, Michael S.

2010 Mathematics Subject Classification

  • 62F05 62F12

Keywords

  • Chi-square tests, asymptotic efficiency, asymptotic normality, asymptotically minimax approach, goodness-of-fit testing

Abstract

We show that the sequence of chi-square tests is asymptotically minimax if a number of cells increases with increasing sample size. The proof utilizes Theorem about asymptotic normality of chi-square test statistics obtained under new compact assumptions.

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