Sequential two-fold Pearson chi-squared test and tails of the Bessel process distributions

11/03/2017

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by   M. P. Savelov, et al.

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We find asymptotic formulas for error probabilities of two-fold Pearson goodness-of-fit test as functions of two critical levels. These results may be reformulated in terms of tails of two-dimensional distributions of the Bessel process. Necessary properties of the Infeld function are obtained.