WIAS Preprint No. 185, (1995)
Asymptotic minimaxity of chi-square tests
Authors
- Ermakov, Michael S.
2010 Mathematics Subject Classification
- 62F05 62F12
Keywords
- Chi-square tests, asymptotic efficiency, asymptotic normality, asymptotically minimax approach, goodness-of-fit testing
DOI
Abstract
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.
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