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arXiv · 1711.01366

Sequential two-fold Pearson chi-squared test and tails of the Bessel process distributions

M. P. Savelov
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Abstract

We find asymptotic formulas for error probabilities of two-fold Pearson goodness-of-fit test as functions of two critical levels. These results may be reformulated in terms of tails of two-dimensional distributions of the Bessel process. Necessary properties of the Infeld function are obtained.

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M. P. Savelov. 2017-11-03. Sequential two-fold Pearson chi-squared test and tails of the Bessel process distributions. https://arxiv.org/abs/1711.01366

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