We present a new statistical framework for stochastic grammatical inference algorithms based on a state merging strategy. We propose to use multinomial statistical tests to decide which states should be merged. This approach has three main advantages. First, since it is not based on asymptotic results, small sample case can be specifically dealt with. Second, all the probabilities associated to a state are included in a single test so that statistical evidence is cumulated. Third, a statistical score is associated to each possible merging operation and can be used for best-first strategy. Improvement over classical stochastic grammatical inference algorithm is shown on artificial data.