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

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2011年 / 24卷 / 11A期

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

页码：20 / 29

页数：10

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