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Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests

Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of the φ -divergence measure by their sample estimates or replacing one distribution and considering the other as given. The sampling properties of estimated divergence-type measures are investigated. Approximate means and variances are derived and asymptotic distributions are obtained. Tests of goodness of fit of observed frequencies to expected ones and tests of equality of divergences based on two or more multinomial samples are constructed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Communications in Statistics: Theory and Methods Taylor & Francis

Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests

Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests

Communications in Statistics: Theory and Methods , Volume 19 (5): 18 – Jan 1, 1990

Abstract

φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of the φ -divergence measure by their sample estimates or replacing one distribution and considering the other as given. The sampling properties of estimated divergence-type measures are investigated. Approximate means and variances are derived and asymptotic distributions are obtained. Tests of goodness of fit of observed frequencies to expected ones and tests of equality of divergences based on two or more multinomial samples are constructed.

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References (16)

Publisher
Taylor & Francis
Copyright
Copyright Taylor & Francis Group, LLC
ISSN
1532-415X
eISSN
0361-0926
DOI
10.1080/03610929008830290
Publisher site
See Article on Publisher Site

Abstract

φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of the φ -divergence measure by their sample estimates or replacing one distribution and considering the other as given. The sampling properties of estimated divergence-type measures are investigated. Approximate means and variances are derived and asymptotic distributions are obtained. Tests of goodness of fit of observed frequencies to expected ones and tests of equality of divergences based on two or more multinomial samples are constructed.

Journal

Communications in Statistics: Theory and MethodsTaylor & Francis

Published: Jan 1, 1990

Keywords: φ -divergence; estimated φ-divergence; means and variances; asymptotic distributions; chi-square tests; tests of divergence

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