Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests |
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| Authors: | K Zografos K Ferentinos T Papaioannou |
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| Institution: | Department of Mathematics , University of loannina , loannina, 45110, Greece |
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| Abstract: | φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of the φ -divergence measure by their sample estimates or replacing one distribution and considering the other as given. The sampling properties of estimated divergence-type measures are investigated. Approximate means and variances are derived and asymptotic distributions are obtained. Tests of goodness of fit of observed frequencies to expected ones and tests of equality of divergences based on two or more multinomial samples are constructed. |
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| Keywords: | φ -divergence estimated φ-divergence means and variances asymptotic distributions chi-square tests tests of divergence |
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