Asymptotic minimaxity of chi-square tests
- Ermakov, Michael S.
2010 Mathematics Subject Classification
- 62F05 62F12
- Chi-square tests, asymptotic efficiency, asymptotic normality, asymptotically minimax approach, goodness-of-fit testing
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.