Journal article
Chi-square approximation by Stein's method with application to Pearson's statistic
- Abstract:
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This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein equation are obtained. These bounds involve both the shape parameter and the order of the derivative. Subsequently Stein's method for chi-square approximation is applied to bound the distributional distance between Pearson's statistic and its limiting chi-square distribution, measured using smooth te...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Access Document
- Files:
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(Preview, Version of record, pdf, 321.7KB, Terms of use)
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- Publisher copy:
- 10.1214/16-AAP1213
Authors
Funding
+ Engineering and Physical Sciences Research Council
More from this funder
Funding agency for:
Gaunt, R
Reinert, G
Grant:
GR/R52183/01
EP/K032402/1
Bibliographic Details
- Publisher:
- Institute of Mathematical Statistics
- Journal:
- Annals of Applied Probability More from this journal
- Volume:
- 27
- Issue:
- 2
- Pages:
- 720-756
- Publication date:
- 2017-05-26
- DOI:
Item Description
- Keywords:
- Pubs id:
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pubs:532071
- UUID:
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uuid:7b256058-ea46-45df-82af-a1df9af975ad
- Local pid:
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pubs:532071
- Source identifiers:
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532071
- Deposit date:
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2016-03-03
Terms of use
- Copyright holder:
- Institute of Mathematical Statistics
- Copyright date:
- 2017
- Notes:
- 32 pages © Institute of Mathematical Statistics, 2017.
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