IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v44y1999i2p201-207.html
   My bibliography  Save this article

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

Author

Listed:
  • Kang, Seung-ho

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 rxc 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.

Suggested Citation

  • Kang, Seung-ho, 1999. "An optimal property of the exact multinomial test and the extended Fisher's exact test," Statistics & Probability Letters, Elsevier, vol. 44(2), pages 201-207, August.
    • Handle: RePEc:eee:stapro:v:44:y:1999:i:2:p:201-207
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00010-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gregory Camilli, 1995. "The relationship between Fisher's exact test and Pearson's chi-square test: A bayesian perspective," Psychometrika, Springer;The Psychometric Society, vol. 60(2), pages 305-312, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Grace, Adam W. & Wood, Ian A., 2012. "Approximating the tail of the Anderson–Darling distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4301-4311.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:44:y:1999:i:2:p:201-207. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.