On Distribution Free Tests for Discrete Distributions and an Extension to Continuous Time

CentER Discussion Paper Series No. 2012-028

19 Pages Posted: 27 Mar 2012

See all articles by Estate V. Khmaladze

Estate V. Khmaladze

Victoria University of Wellington - Te Herenga Waka - School of Mathematical and Computing Sciences

Date Written: March 26, 2012

Abstract

The paper presents an extension of K.Pearson's approach to testing via his chi-square statistics.

Keywords: Components of chi-square statistics, unitary transformation, projected empirical processes, empirical prosesses in Rm

JEL Classification: C12, C14

Suggested Citation

Khmaladze, Estate V., On Distribution Free Tests for Discrete Distributions and an Extension to Continuous Time (March 26, 2012). CentER Discussion Paper Series No. 2012-028, Available at SSRN: https://ssrn.com/abstract=2028979 or http://dx.doi.org/10.2139/ssrn.2028979

Estate V. Khmaladze (Contact Author)

Victoria University of Wellington - Te Herenga Waka - School of Mathematical and Computing Sciences ( email )

Wellington
New Zealand

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