We consider the asymptotic behavior of chi-square tests when a number kn of cells increases as the sample size n grows. For such a setting we show that a sequence of chi-square tests is asymptotically minimax if kn = o(n2) as n → ∞. The proof makes use of a theorem about asymptotic normality of chi-square test statistics obtained under new assumptions.

Original languageEnglish
Pages (from-to)589-610
Number of pages22
JournalTheory of Probability and its Applications
Volume42
Issue number4
DOIs
StatePublished - Dec 1997

    Research areas

  • Asymptotic efficiency, Asymptotic normality, Asymptotically minimax approach, Chi-square tests, Goodness-of-fit testing

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

ID: 71602350