The Kφ-divergence statistic for categorical data problems

被引：1

作者：

Pérez, T ^{[1
]}

Pardo, JA

机构：

[1] Univ Complutense Madrid, Dept Stat & Operat Res 3, Madrid, Spain

[2] Univ Complutense Madrid, Dept Stat & Operat Res 1, Madrid, Spain

来源：

METRIKA | 2006年 / 63卷 / 03期

关键词：

K-phi-divergence; goodness-of-fit; homogeneity; Pitman efficiency;

D O I：

10.1007/s00184-005-0025-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work a new family of statistics based on K (phi) -divergence (Burbea and Rao (1982) On the convexity of divergence measures based on entropy function. IEEE Trans Inf Theory 28, 489-495) are obtained by either replacing both distributions involved in the argument by their samples estimates or replacing one distribution and considering the other as given. Asymptotic distributions of these statistics are obtained and test for goodness-of-fit and for homogeneity with a known distribution, can be constructed on the basis of these results.

引用

页码：355 / 369

页数：15

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