Consider distributional limit of the Pearson chi-square statistic when the number of classes mn increases with the sample size n and [Formula: see text]. Under mild moment conditions, the limit is Gaussian for λ = ∞, Poisson for finite λ > 0, and degenerate for λ = 0.
Keywords: Pearson chi-square statistic; Poisson limit theorem; central limit theorem; weak convergence.