A NEW FAMILY OF DIVERGENCE MEASURES FOR TESTS OF FIT |
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| Authors: | K. Mattheou A. Karagrigoriou |
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| Affiliation: | Department of Mathematics and Statistics, University of Cyprus, CY‐1678 Nicosia, Cyprus. e‐mail: |
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| Abstract: | The aim of this work is to investigate a new family of divergence measures based on the recently introduced Basu, Harris, Hjort and Jones (BHHJ) measure of divergence (Biometrika 85 , 549–559). The new family is investigated in connection with hypothesis testing problems, and new test statistics are proposed. Simulations are performed to check the appropriateness of the proposed test statistics. |
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| Keywords: | BHHJ measure divergence measure hypothesis testing problems multinomial distribution |
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