Campuses:

Asymptotic distribution theory

Thursday, March 29, 2012 - 2:45pm - 3:30pm
Rachel Ward (The University of Texas at Austin)
If a discrete probability distribution in a model being tested for
goodness-of-fit is not close to uniform, forming the Pearson chi-square
statistic often involves renormalizing summands to different scales in order to uniformize the asymptotic distribution. This often leads to serious trouble in practice -- even in the absence of round-off errors -- as the talk will illustrate via numerous examples. Fortunately with the now widespread availability of computers, avoiding all the trouble is simple and easy: without
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