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The power of the test, i.e. the probability that we do not accept
the hypothesis when it is false [Kendall and Stuart, 1979, §22.8]
is in general a function of the number of classes and should,
of course, be as large as possible
Furthermore, should not be chosen too large or too small, since
we cannot expect the theory to hold in these cases. A rough indication
is [Kendall and Stuart, 1979, exam. 30.4]:

(5.62) 
where is the number of observations. Furthermore, the number of
observations in each class should at least be equal to 5 [Hogg and Craig, 1978, p.271].
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