Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications |
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| Authors: | Yongfeng Wu Andrei Volodin |
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| Institution: | 1. Center for Financial Engineering and School of Mathematical Sciences, Soochow University, Suzhou, China;2. Department of Mathematics and Computer Science, Tongling University, Tongling, Chinawyfwyf@126.com;4. Department of Mathematics and Statistics, University of Regina, Regina, Saskatchewan, Canada |
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| Abstract: | For testing goodness-of-fit in a k cell multinomial distribution having very small frequencies, the usual chi-square approximation to the upper tail of the likelihood ratio statistic, G2 is not satisfactory. A new adjustment to G2 is determined on the basis of analytical investigation in terms of asymptotic bias and variance of the adjusted G2 A Monte Carlo simulation is performed for several one-way tables to assess the adjustment of G2 in order to obtain a closer approximation to the nomial level of significance. |
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| Keywords: | Complete moment convergence Weighted sums Negatively dependent random variables Linear processes |
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