Testing for the maximum cell probabilities in multinomial distributions

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This paper investigates one-sided hypotheses testing for p[1], the largest cell probability of multinomial distribution. A small sample test of Ethier (1982) is extended to the general cases. Based on an estimator of p[1], a kind of large sample tests is proposed. The asymptotic power of the above tests under local alternatives is derived. An example is presented at the end of this paper.
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