{"title":"On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions","authors":"S. Mirakhmedov","doi":"10.1051/ps/2022010","DOIUrl":null,"url":null,"abstract":"We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime, where the number of cells grows with the sample size. Most attention is focused on the class of power divergence statistics. The aim of this article is to study the intermediate asymptotic relative efficiency of two tests, where the powers of the tests are asymptotically non-degenerate and the sequences of alternatives converge to the hypothesis, but not too fast. The intermediate asymptotic relative efficiency of the chi-square test wrt an arbitrary symmetric test is considered in details.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2022-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Esaim-Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1051/ps/2022010","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 2
Abstract
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime, where the number of cells grows with the sample size. Most attention is focused on the class of power divergence statistics. The aim of this article is to study the intermediate asymptotic relative efficiency of two tests, where the powers of the tests are asymptotically non-degenerate and the sequences of alternatives converge to the hypothesis, but not too fast. The intermediate asymptotic relative efficiency of the chi-square test wrt an arbitrary symmetric test is considered in details.
期刊介绍：
The journal publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains.
Of particular interest are methodological developments with application in other scientific areas, for example Biology and Genetics, Information Theory, Finance, Bioinformatics, Random structures and Random graphs, Econometrics, Physics.
Long papers are very welcome.
Indeed, we intend to develop the journal in the direction of applications and to open it to various fields where random mathematical modelling is important. In particular we will call (survey) papers in these areas, in order to make the random community aware of important problems of both theoretical and practical interest. We all know that many recent fascinating developments in Probability and Statistics are coming from "the outside" and we think that ESAIM: P&S should be a good entry point for such exchanges. Of course this does not mean that the journal will be only devoted to practical aspects.
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