Disparity based goodness-of-fit tests for and against order restrictions for multinomial models

被引:2
|
作者
Bhattacharya, B [1 ]
Basu, A
机构
[1] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA
[2] Indian Stat Inst, Appl Stat Unit, Kolkata 700035, W Bengal, India
关键词
blended weight chi-square distance; blended weight Hellinger distance; Hellinger distance; isotonic/antitonic order; likelihood ratio test; minimum disparity estimation; power divergence;
D O I
10.1080/10485250306034
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
We consider disparity based test statistics to test the equality of a multinormal probability vector to a given probability vector against an isotonic/antitonic order restriction. The problem of testing the isotonic restriction as a null hypothesis against unrestricted alternatives is also considered. In both cases the asymptotic distributions of these test statistics are found to be of the chi-bar squared type similar to the popular likelihood ratio test statistics for these cases. However our numerical studies demonstrate that depending on the situation, several of the disparity test statistics are more powerful than the latter.
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页码:1 / 10
页数:10
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