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Chi-Squared Goodness of Fit Tests with Applications by M.S Nikulin, Vassilly Voinov, N. Balakrishnan

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Chapter 2

Pearson’s Sum and Pearson-Fisher Test

2.1 Pearson’s chi-squared sum

Let image be i.i.d. random variables (r.v.). Consider the problem of testing a simple hypothesis image, according to which the distribution of image is a member of the parametric family

image

where is an open set. Denote by the density of the probability distribution function with respect to ...

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