Serial Dependence in Contingency Tables
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1983 · Volume 45 · Issue 1
DOI: 10.1111/j.2517-6161.1983.tb01236.x
Abstract
A simple and useful representation is given for the asymptotic behaviour of the Pearsonχ2test of independence in two-way contingency tables. This is used to analyse the statistic when the data are generated by Markov chains. A robustness result, showing when the Markov dependence has no effect on the usual limiting χ2distribution, is also given.
Keywords
contingency tables, independence, markov chains
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