Moving chi-square
Diskretnaya Matematika, Tome 12 (2000) no. 4, pp. 46-52
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A sequence of independent identically distributed random variables taking values from the set $\{1,2,\dots,N\}$ are partitioned into disjoint intervals of length $n$, and $s$ sequential intervals beginning with the $t$th interval
form the $t$th sample of size $ns$. It is proved that if $n\to\infty$ and $N$, $r$ are fixed, then the joint $r$-dimensional distribution of $\chi^2$-statistics constructed for samples of sizes $ns$ with numbers $t_1$ converges to some limit distribution. For this limit distribution, a Gaussian approximation is given.
The work was supported by the Russian Foundation for Basic Research, grant 00–15–96136.
@article{DM_2000_12_4_a3,
author = {M. I. Tikhomirova and V. P. Chistyakov},
title = {Moving chi-square},
journal = {Diskretnaya Matematika},
pages = {46--52},
publisher = {mathdoc},
volume = {12},
number = {4},
year = {2000},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2000_12_4_a3/}
}
M. I. Tikhomirova; V. P. Chistyakov. Moving chi-square. Diskretnaya Matematika, Tome 12 (2000) no. 4, pp. 46-52. http://geodesic.mathdoc.fr/item/DM_2000_12_4_a3/