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February, 1971 A Chi-Square Statistic with Random Cell Boundaries
D. S. Moore
Ann. Math. Statist. 42(1): 147-156 (February, 1971). DOI: 10.1214/aoms/1177693502


In testing goodness of fit to parametric families with unknown parameters, it is often desirable to allow the cell boundaries for a chi-square statistic to be functions of the estimated parameter values. Suppose $M$ cells are used and $m$ parameters are estimated using BAN estimators based on sample. Then A. R. Roy and G. S. watson showed that in the univariate case the asymptotic null distribution of the chi-square statistic is that of $\sum^{m - m - 1}_1 Z^2_t + \sum^{m - 1}_{M - m} \lambda_t Z^2_t$, where $Z_t$ are independent standarad normal and the constants $\lambda_t$ lie between 0 and 1. They further observed that in the location-scale case the $\lambda_t$ are independent of the parameters if the cell boundaries are chosen in a natural way, and that in any case all $\lambda_t$ approach 0 as $M$ is appropraitely increased. We extend all of these results to the case of rectangular cells in any number of dimensions. Moreover, we give a method for numerical computation of the exact cdf of the asymptotic distribution and provde a short table of crticial points for testing goodness-of-fit to the univariate normal family.


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D. S. Moore. "A Chi-Square Statistic with Random Cell Boundaries." Ann. Math. Statist. 42 (1) 147 - 156, February, 1971.


Published: February, 1971
First available in Project Euclid: 27 April 2007

zbMATH: 0218.62015
MathSciNet: MR275601
Digital Object Identifier: 10.1214/aoms/1177693502

Rights: Copyright © 1971 Institute of Mathematical Statistics

Vol.42 • No. 1 • February, 1971
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