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Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size

✍ Scribed by M.C. Pardo

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 616 KB
Volume: 28
Category: Article
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(98)90131-1

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✦ Synopsis

When using a test which is reliant on asymptotic results to obtain the critical regions, the first question to answer is how the test performs in finite samples. This paper provides answers to this question in relation with the Re-divergence family of goodness-of-fit tests (Pardo, 1997). The asymptotic ;(2 and three alternative approximations to the true distribution function of this family are compared in small samples. (~) 1998 Elsevier Science B.V. All rights reserved.

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