An optimal property of the exact multinomial test and the extended Fisher's exact test

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

In the goodness-of-fit test of parameters of the multinomial distribution we show that the exact multinomial test is asymptotically equivalent to the likelihood ratio test by using Stirling's formula. In an r×c contingency table, we show that the extended Fisher's exact test conditional on row and column margins for the test of independence is also asymptotically equivalent to the likelihood ratio test. From the Bahadur asymptotic optimality of the likelihood ratio test in both unconditional and conditional cases, we prove that the two exact tests are asymptotically optimal in the sense of Bahadur efficiency.

Original languageEnglish
Pages (from-to)201-207
Number of pages7
JournalStatistics and Probability Letters
Volume44
Issue number2
DOIs
Publication statusPublished - 1999 Aug 15

Fingerprint

Fisher's Exact Test
Likelihood Ratio Test
Asymptotically equivalent
Stirling's formula
Bahadur Efficiency
Test of Independence
Multinomial Distribution
Asymptotic Optimality
Exact Test
Contingency Table
Goodness of Fit Test
Asymptotically Optimal
Margin
Likelihood ratio test
Exact test

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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An optimal property of the exact multinomial test and the extended Fisher's exact test. / Kang, Seung Ho.

In: Statistics and Probability Letters, Vol. 44, No. 2, 15.08.1999, p. 201-207.

Research output: Contribution to journalArticle

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