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Chi-Square Goodness-of-Fit Tests Based on Dependent Observations

  • Kamal C. Chanda
Part of the NATO Advanced study Institutes Series book series (ASIC, volume 79)

Summary

An attempt has been made in this article to investigate the sampling properties of standard goodness-of-fit chi-square tests based on interdependent observations which are obtained from a strictly stationary and strong-mixing random process. We conclude that the null distributions of the test statistics are largely determined by the multivariate probability structure of the process. A few examples are used to illustrate this point.

Key Words

goodness-of-fit tests chi-square tests strictly stationary and strong mixing processes linear processes 

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Copyright information

© D. Reidel Publishing Company 1981

Authors and Affiliations

  • Kamal C. Chanda
    • 1
  1. 1.Department of MathematicsTexas Tech UniversityLubbockUSA

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