Serial Dependence in Contingency Tables
列联表中的序列依赖
SUMMARY A simple and useful representation is given for the asymptotic behaviour of the Pearson χ 2 test 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 χ2 distribution, is also given.