Asymptotic Intermediate Efficiency of the Chi-square and Likelihood Ratio Goodness of Fit Tests

Abstract

The problem of testing the goodness of fit of an absolutely continuous distribution to a set of observations grouped into equal probability intervals, against to a family of sequences of alternatives approaching the hypothesis is considered. We focus our study to the asymptotic intermediate efficiency (AIE) due to Inglot (1999) of the chi-squared and log-likelihood ratio tests. It is assumed that the number of groups increases together with the number of observations.

15 pages

Cited by in corpus (3)

• Intermediate efficiency of tests under heavy-tailed alternatives
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
• The Probabilities of Large Deviations for the Chi-square and Log-likelihood Ratio Statistics