Let 2 (T) = i (T i i0 ) 2 / i0 .
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Let ϕ2(T) = ∑i(Ti – πi0)2/πi0. Then ϕ2(p) = X2/n, where X2 is the Pearson statistic (1.15) for testing H0: πi = πi0, i = 1, ..., N, and nϕ2(π) is the noncentrality for that test when π is the true value. Under H0, why does the delta method not yield an asymptotic normal distribution for ϕ2(p)?
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