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- Holst, Lars
(author)
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Asymptotic normality and efficiency for certain goodness-of-fit tests
- 1972
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In: Biometrika. - 0006-3444 .- 1464-3510. ; 59:1, s. 137-145
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Journal article (peer-reviewed)abstract
- Assume that a random sample of size n has been taken from a multinomial distribution with N cells. Let ξk be the number of observations in the kth cell and setZn=(ξ1, 1/N)+Fn(ξn,N/N).It is proved that, under general conditions, Zn is asymptotically normal when n and N tend to infinity so that n/N ↑ α > 0. This result is used to study asymptotic efficiency for certain goodness-of-fit tests. The chi-squared statistic turns out to be optimal in some situations.
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