Repeated chi-square testing

Abstract

A sequentialized version of the x²; goodness of fit test, called repeated x,²; test, is introduced. The form of the asymptotic distribution of the repeated x² test statistic is given under the null hypothesis as well as under local alternatives. For various numbers of cells Monte Carlo results are given for critical values, power and distribution of stopping time. Finally, the perfor-mance of the repeated and the fixed sample x² test are compared.

Keywords:

• Goodness of fit test
• sequential test
• Monte Carlo
• critical values
• power distribution of stopping time
• asymptotic behavior
• efficiency