A family of power‐divergence diagnostics for goodness‐of‐fit |
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| Authors: | Cinzia Carota |
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| Institution: | Dipartimento di Statistica e Matematica “Diego De Castro” Università degli Studi di Torino, Piazza Arbarello 8 IT‐10122 Torino, Italy |
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| Abstract: | The author extends to the Bayesian nonparametric context the multinomial goodness‐of‐fit tests due to Cressie & Read (1984). Her approach is suitable when the model of interest is a discrete distribution. She provides an explicit form for the tests, which are based on power‐divergence measures between a prior Dirichlet process that is highly concentrated around the model of interest and the corresponding posterior Dirichlet process. In addition to providing interesting special cases and useful approximations, she discusses calibration and the choice of test through examples. |
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| Keywords: | Bayesian inference Dirichlet process mixtures goodness‐of‐fit nonparametric alternatives power‐divergence measure |
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