On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
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...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1999 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/57802 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/57802 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.21 Goodness-of-fit Minimum R Phi-divergence estimate Pitman efficiency Power function. Probabilidades (Matemáticas) |
| Sumario: | 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 maximum likelihood as well as minimum Burbea-Rao divergence. |
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