Asymptotic approximations for the distributions of the <Emphasis Type="Italic">K</Emphasis>ø-divergence goodness-of-fit statistics |
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Authors: | T Pérez J A Pardo |
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Institution: | 1.Department of Statistics and Operation Research,Complutense University of Madrid,Madrid,Spain |
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Abstract: | Kø-divergence’s statistic family for goodness-of-fit, under the null hypothesis, has an asymptotic chi-squared distribution; however, for small samples, the chi-squared approximation in some cases does not well agree with the exact distribution. In this paper, a closer approximation to the exact distribution is obtained by extracting the ø-dependent second order component from the distribution. Moreover, numerical results are presented for moderate sample sizes with moderate number of cells. |
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