On entropy-based goodness-of-fit tests
β Scribed by D.V. Gokhale
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 417 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-9473
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π SIMILAR VOLUMES
If (X i , i # Z) is a strictly stationary process with marginal density function f, we are interested in testing the hypothesis H 0 : [ f =f 0 ], where f 0 is given. We consider different test statistics based on integrated quadratic forms measuring the proximity between f n , a kernel estimator of
This paper investigates a new family of statistics based on Burbea Rao divergence for testing goodness-of-fit. Under the simple and composite null hypotheses the asymptotic distribution of these tests is shown to be chi-squared. For composite hypothesis, the unspecified parameters are estimated by m