Serial Dependence in Contingency Tables
给出了二维列联表中Pearson卡方独立性检验渐近行为的简洁表示,并分析了数据由马尔可夫链生成时的统计量,同时给出了马尔可夫依赖性不影响通常极限卡方分布的稳健性结果。
SUMMARY A simple and useful representation is given for the asymptotic behaviour of the Pearson χ 2 test of independence in two-way contingency tables. This is used to analyse the statistic when the data are generated by Markov chains. A robustness result, showing when the Markov dependence has no effect on the usual limiting χ2 distribution, is also given.