On Burbea-Rao divergence based goodness-of-fit tests for multinomial models

JOURNAL OF MULTIVARIATE ANALYSIS

卷:69

Article

Pardo, MC

关键词: goodness-of-fit;    minimum R-phi-divergence estimate;    Pitman efficiency;    power function;   

DOI  :  10.1006/jmva.1998.1799

来源: Elsevier

【 摘 要 】

This paper investigates a new family of statistics based on Burbea-Rao divergence for testing goodness-of-fit. Under the simple and composite null hypotheses the asymptotic distribution of these tests is shown to be chi-squared. For composite hypothesis, the unspecified parameters are estimated by maximum likelihood as well as minimum Burbea-Rao divergence. (C) 1999 Academic Press.

【 授权许可】

Free