Bounds for the chi-square approximation of the power divergence family of statistics

Abstract

AbstractIt is well known that each statistic in the family of power divergence statistics, acrossntrials andrclassifications with index parameter$\lambda\in\mathbb{R}$(the Pearson, likelihood ratio, and Freeman–Tukey statistics correspond to$\lambda=1,0,-1/2$, respectively), is asymptotically chi-square distributed as the sample size tends to infinity. We obtain explicit bounds on this distributional approximation, measured using smooth test functions, that hold for a given finite samplen, and all index parameters ($\lambda>-1$) for which such finite-sample bounds are meaningful. We obtain bounds that are of the optimal order$n^{-1}$. The dependence of our bounds on the index parameter$\lambda$and the cell classification probabilities is also optimal, and the dependence on the number of cells is also respectable. Our bounds generalise, complement, and improve on recent results from the literature.