A Brief Derivation of the Asymptotic Distribution of Pearson’s Statistic and an Accurate Approximation to Its Exact Distribution

DOI10.1007/978-1-4939-6568-7_11zbMath1368.62039OpenAlexW2560841616MaRDI QIDQ4976486

Serge B. Provost

Publication date: 31 July 2017

Published in: Advances in Time Series Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-6568-7_11

zbMATH Keywords

asymptotic distributiongoodness-of-fit testsPearson's statisticshifted gamma distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Unified large-sample theory of general chi-squared statistics for tests of fit
• Some Recent Results in Chi-Square Goodness-of-Fit Tests
• An Empirical Investigation of Goodness-of-Fit Statistics for Sparse Multinomials
• On the Asymptotic Power of Tests for Independence in Contingency Tables from Stratified Samples
• The $\chi^2$ Test of Goodness of Fit
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