A Sequential Chi-Square Test

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1985 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:Theory of Probability & Its Applications, volume 29, pages 397-403 (issn: 0040-585X, eissn: 1095-7219,

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Authors: Germogenov, A. P.; Ronzhin, A. F.;

doi: 10.1137/1129052

A Sequential Chi-Square Test

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Abstract

The author considers a sequence of discrete random variables \((X_ i)_{i=1,2,...}\) where the probability distribution for \(i>\theta\) is different from the one for \(i\leq \theta\). A sequential chi-square test is proposed for the hypotheses on the unknown parameter \(\theta\). The involved probability distribution is investigated and evaluated. According to the experience of the author a large amount of computer time is needed to calculate the appropriate table for use with tests of \(\theta\).

Keywords

Sequential statistical analysis, sequential chi-square test, weak convergence, sequence of discrete random variables, Optimal stopping in statistics, Nonparametric hypothesis testing, change-point problem, Skorokhod metric

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