A family of multivariate chi-square statistics
Diskretnaya Matematika, Tome 14 (2002) no. 3, pp. 130-142
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We consider a sequence of independent trials, which, under the hypothesis $H_0$, is a realisation of some polynomial scheme. We define a family of multivariate chi-square statistics which includes the sequential chi-square test statistics. We formulate conditions which guarantee that the distributions of the statistics under consideration converge to limit distributions under the hypothesis $H_0$ and the alternatives contigual
to $H_0$. We find the form of the Laplace transforms of the limit distributions of the statistics of the family.
This research was supported by the Russian Foundation for Basic Research,
grant 00–15–96136.
@article{DM_2002_14_3_a12,
author = {B. I. Selivanov},
title = {A family of multivariate chi-square statistics},
journal = {Diskretnaya Matematika},
pages = {130--142},
publisher = {mathdoc},
volume = {14},
number = {3},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2002_14_3_a12/}
}
B. I. Selivanov. A family of multivariate chi-square statistics. Diskretnaya Matematika, Tome 14 (2002) no. 3, pp. 130-142. http://geodesic.mathdoc.fr/item/DM_2002_14_3_a12/