Asymptotic approximations for the distributions of theKø-divergence goodness-of-fit statistics
✍ Scribed by T. Pérez; J. A. Pardo
- Publisher
- Springer-Verlag
- Year
- 2003
- Tongue
- English
- Weight
- 782 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0932-5026
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📜 SIMILAR VOLUMES
introduced a class of multinomial goodness-of-fit statistics R a based on power divergence. All R a have the same chi-square limiting distribution under null hypothesis and have the same noncentral chi-square limiting distribution under local alternatives. In this paper, we investigate asymptotic ap
We consider f-disparities D f ( pn ; p n ) between discrete distributions p n = (p n1 ; : : : ; p nkn ) and their estimates pn = ( pn1 ; : : : ; pnkn ) based on relative frequencies in an i.i.d. sample of size n, where f : (0; ∞) → R is twice continuously di erentiable in a neighborhood of 1 with f
Cressie and Read (J. Roy. Statist. Soc. B 46 (1984) introduced the power divergence statistics, R a ; as multinomial goodness-of-fit statistics. Each R a has a limiting noncentral chi-square distribution under a local alternative and has a limiting normal distribution under a nonlocal alternative. T