TY - JOUR
T1 - Pearson's goodness-of-fit tests for sparse distributions
AU - Chang, Shuhua
AU - Li, Deli
AU - Qi, Yongcheng
N1 - Publisher Copyright:
© 2021 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2022
Y1 - 2022
N2 - Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say k, is a fixed integer, Pearson's chi-squared test statistic converges in distribution to a chi-squared distribution with k−1 degrees of freedom when the sample size n goes to infinity. In real applications, the number k often changes with n and may be even much larger than n. By using the martingale techniques, we prove that Pearson's chi-squared test statistic converges to the normal under quite general conditions. We also propose a new test statistic which is more powerful than chi-squared test statistic based on our simulation study. A real application to lottery data is provided to illustrate our methodology.
AB - Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say k, is a fixed integer, Pearson's chi-squared test statistic converges in distribution to a chi-squared distribution with k−1 degrees of freedom when the sample size n goes to infinity. In real applications, the number k often changes with n and may be even much larger than n. By using the martingale techniques, we prove that Pearson's chi-squared test statistic converges to the normal under quite general conditions. We also propose a new test statistic which is more powerful than chi-squared test statistic based on our simulation study. A real application to lottery data is provided to illustrate our methodology.
KW - chi-square approximation
KW - discrete distribution
KW - Goodness-of-fit
KW - normal approximation
KW - sparse distribution
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U2 - 10.1080/02664763.2021.2017413
DO - 10.1080/02664763.2021.2017413
M3 - Article
AN - SCOPUS:85122148756
JO - Journal of Applied Statistics
JF - Journal of Applied Statistics
SN - 0266-4763
ER -