Testing for independence in lattice distributions.
type: Item
instance of: scholarly article
title: Testing for independence in lattice distributions.
zbMATH Open document ID: 1103.62341
author: Pier Luigi Conti
author: M. Scanu
published in: Mathematical Methods of Statistics
publication date: 2003-02-10T00:00:00Z
review text: We consider a test for independence between two discrete random variable s with infinite support. It is essentially based on the chi-square statistic with the number of classes diverging to infinity with the sample size \(n\). We prove the asymptotic normality of such test under the null hypothesis as well as its consistency. These results are extended to the class of the so called power-divergence statistics, and a comparison of these tests in terms of Pitman efficiency is given. In order to ensure the results described, a data-based rule of selection of the classes is given.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 1865819
zbMATH Keywords: independence
zbMATH Keywords: power-divergence statistics
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Pitman efficiency
zbMATH Keywords: data-driven classes
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1865819