Tail Properties of Pearson Statistics Distributions

Authors

  • Marina V. Filina Steklov Mathematical Institute, Moscow
  • Andrew M. Zubkov Steklov Mathematical Institute, Moscow

DOI:

https://doi.org/10.17713/ajs.v40i1&2.196

Abstract

By means of exact computation of Pearson statistics distributions we illustrate some differences between their tails and tails of corresponding chi-square distributions.

References

Filina, M. V., and Zubkov, A. M. (2008). Exact computation of Pearson statistics distribution and some experimental results. Austrian Journal of Statistics, 37, 129-135.

Good, I. J., Gover, T. N., and Mitchell, G. J. (1970). Exact distributions for chi^2 and for likelihood-ratio statistic for the equiprobable multinomial distribution. Journal of the American Statistical Association, 65, 267-283.

Holzman, G. I., and Good, I. J. (1986). The Poisson and chi-squared approximation as compared with the true upper-tail probability of Pearson’s chi^2 for equiprobable multinomials. Journal of Statistical Planning and Inference, 13, 283-295.

Zubkov, A. M. (1996). Recurrent formulae for distributions of functions of discrete random variables (in Russian). Obozr. prikl. prom. matem., 3, 567-573.

Zubkov, A. M. (2002). Computational methods for distributions of sums of random variables (in Russian). In Trudy po diskretnoi matematike (Vol. 5, p. 51-60). Moscow: Fismatlit.

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Published

2016-02-24

How to Cite

Filina, M. V., & Zubkov, A. M. (2016). Tail Properties of Pearson Statistics Distributions. Austrian Journal of Statistics, 40(1&2), 47–54. https://doi.org/10.17713/ajs.v40i1&2.196

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Articles