Optimal Phi-Divergence Tests

被引:0
|
作者
Panayiotou, Panayiotis [1 ]
Karagrigoriou, Alex [1 ]
机构
[1] Univ Cyprus, Dept Math & Stat, POB 20537, CY-1678 Nicosia, Cyprus
关键词
Divergence measures; goodness of fit tests; optimal tests;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The aim of this work is the investigation of goodness of fit tests using measures of divergence. More specifically, we introduce a new family of divergence measures which is indexed by a positive parameter "a" and identify optimum values of "a" in order to improve the accuracy of the associated goodness of fit tests.
引用
收藏
页码:20 / 29
页数:10
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