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Improved transformed statistics for the test of independence in rxs contingency tables

Listed author(s):
  • Taneichi, Nobuhiro
  • Sekiya, Yuri
Registered author(s):

    We consider a class of statistics C[phi] based on [phi]-divergence for the test of independence in rxs contingency tables. The class of statistics C[phi] includes the statistics Ra based on the power divergence as a special case. Statistic R0 is the log likelihood ratio statistic and R1 is Pearson's X2 statistic. Statistic R2/3 corresponds to the statistic recommended by Cressie and Read [Multinomial goodness-of-fit tests, J. Roy. Statist. Soc. B 46 (1984) 440-464] for the goodness-of-fit test. All members of statistics C[phi] have the same chi-square limiting distribution under the hypothesis of independence. In this paper, we show the derivation of an expression of approximation for the distribution of C[phi] under the hypothesis of independence. The expression consists of continuous and discontinuous terms. Using the continuous term of the expression, we propose a new approximation of the distribution of C[phi]. Furthermore, on the basis of the approximation, we obtain transformations that improve the speed of convergence to the chi-square limiting distribution of C[phi]. As a competitor of the transformed statistic, we derive a moment-corrected-type statistic. By numerical comparison in the case of Ra, we show that the transformed R1 statistic performs very well.

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    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 8 (September)
    Pages: 1630-1657

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:8:p:1630-1657
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    1. Sekiya, Yuri & Taneichi, Nobuhiro, 2004. "Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 199-223, November.
    2. Taneichi, Nobuhiro & Sekiya, Yuri & Suzukawa, Akio, 2002. "Asymptotic Approximations for the Distributions of the Multinomial Goodness-of-Fit Statistics under Local Alternatives," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 335-359, May.
    3. Fujikoshi, Yasunori, 2000. "Transformations with Improved Chi-Squared Approximations," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 249-263, February.
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