A family of asymptotically independent statistics in polynomial scheme containing the Pearson statistic

Author:

Savelov Maxim P.1

Affiliation:

1. Novosibirsk State University , Moscow , Russia

Abstract

Abstract We consider a polynomial scheme with N outcomes. The Pearson statistic is the classical one for testing the hypothesis that the probabilities of outcomes are given by the numbers p 1, …, pN . We suggest a couple of N − 2 statistics which along with the Pearson statistics constitute a set of N − 1 asymptotically jointly independent random variables, and find their limit distributions. The Pearson statistics is the square of the length of asymptotically normal random vector. The suggested statistics are coordinates of this vector in some auxiliary spherical coordinate system.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics

Reference4 articles.

1. Borovkov A. A., Mathematical statistics, Lan, SPb, 2010 (in Russian), 704 pp.

2. Zubkov A. M., Savelov M. P., “Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process”, Discrete Math. Appl., 27:6 (2017), 405-411.

3. Fang K. T., Kotz S. and Ng, K. W., Symmetric Multivariate and Related Distributions, Chapman and Hall, London, 1990,220 pp.

4. Il’in V. A., Sadovnichiy V. A., Sendov Bl. Kh., Mathematical analysis. Course continuation, MSU Publ, Moscow, 1987 (in Russian), 358 pp.

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