Asymptotics of high-dimensional contingency tables with fixed marginals
We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining whether the cell has a Poisson limit or a Gaussian limit. There are three forms of Poisson convergence. The exact form is shown to be determined by the growth rates of the two smallest marginal totals. The results are generalized to contingency tables with arbitrary sizes and are further complemented with concrete examples.
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