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Two Remarks on the Multivariate Statistic χ 2 by B.I. SELIVANOV; V.P. CHISTYAKOV is a Computer Science article available to read on EtoBox.
What is Two Remarks on the Multivariate Statistic χ 2 about?
We consider a sequence of polynomial trials with Ν outcomes and construct the multivariate statistic χ 2 with the use of samples of growing sizes n\,... ,Λ Γ , 1 < n\ < ... 2, such that each subsequent sample contains the previous one. We assume that N is fixed, n\ -> <», and rt//n f +i -\* p?, 0 < p,• < 1, / = 1,... ,r-1. For fixed (not close) alternatives to a simple hypothesis tested, we establish the weak convergence of the distribution of the vector statistic χ 2 , whose components are appropriately centered and normalized, to multivariate normal and chi-square laws. In the case of convergence to the normal law, the components of the limiting normal random vector form a non-homogeneous Markov chain; the densities of transition probabilities of this chain are found.
Who reads Two Remarks on the Multivariate Statistic χ 2?
It is typically read by researchers, students, and practitioners in Computer Science.
- Author
- B.I. SELIVANOV; V.P. CHISTYAKOV
- Publisher
- Walter de Gruyter GmbH
- Published
- 1999
- Language
- EN
- Field
- Computer Science (Physical Sciences)