| Title:
|
On the optimal number of classes in the Pearson goodness-of-fit tests (English) |
| Author:
|
Morales, Domingo |
| Author:
|
Pardo, Leandro |
| Author:
|
Vajda, Igor |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
41 |
| Issue:
|
6 |
| Year:
|
2005 |
| Pages:
|
[677]-698 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
An asymptotic local power of Pearson chi-squared tests is considered, based on convex mixtures of the null densities with fixed alternative densities when the mixtures tend to the null densities for sample sizes $n\rightarrow \infty .$ This local power is used to compare the tests with fixed partitions $\mathcal{P}$ of the observation space of small partition sizes $|\mathcal{P}|$ with the tests whose partitions $\mathcal{P}=\mathcal{P}_{n}$ depend on $n$ and the partition sizes $|\mathcal{P}_{n}|$ tend to infinity for $n\rightarrow \infty $. New conditions are presented under which it is asymptotically optimal to let $|\mathcal{P}|$ tend to infinity with $n$ or to keep it fixed, respectively. Similar conditions are presented under which the tests with fixed $|\mathcal{P}|$ and those with increasing $|\mathcal{P}_{n}|$ are asymptotically equivalent. (English) |
| Keyword:
|
Pearson goodness-of-fit test |
| Keyword:
|
Pearson-type goodness-of-fit tests |
| Keyword:
|
asymptotic local test power |
| Keyword:
|
asymptotic equivalence of tests |
| Keyword:
|
optimal number of classes |
| MSC:
|
62G10 |
| MSC:
|
62G20 |
| idZBL:
|
Zbl 1245.62045 |
| idMR:
|
MR2193859 |
| . |
| Date available:
|
2009-09-24T20:12:25Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135686 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
