Publication:
On tests of homogeneity based on minimum phi-divergence estimator with constraints

Loading...
Thumbnail Image
Full text at PDC
Publication Date
2003-06-28
Authors
Menéndez Calleja, María Luisa
Zografos, Konstantinos
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science
Citations
Google Scholar
Research Projects
Organizational Units
Journal Issue
Abstract
A family of tests of homogeneity of independent multinomial populations is introduced in terms of the phi(1)-divergence when the parameters are estimated using the minimum phi(2)-divergence estimator instead of the maximum likelihood estimator. A simulation study is presented to choose the best function phi(2) for estimation and the best function phi(1) for testing. A new test statistic is obtained, more powerful in some cases, than the existing tests for testing homogeneity in multinomial populations.
Description
Unesco subjects
Keywords
Citation
Aitchison, J., 1962. Large-sample restricted parametric tests. J. Roy. Statist. Soc. Ser. B 24, 234–250. Aitchison, J., Silvey, S.D., 1958. Maximum-likelihood estimation of parameters subject to restraints. Ann. Math. Statist. 29, 813–828. Aitchison, J., Silvey, S.D., 1960. Maximum-likelihood estimation procedures and associated tests of signifcance. J. Roy. Statist. Soc. Ser. B 22, 154–171. Ali, S.M., Silvey, S.D., 1966. A general class of coefcients of divergence of one distribution from another. J. Roy. Statist. Soc. Ser. B 26, 131–142. Cressie, N., Read, T.R.C., 1984. Multinomial goodness-of-fit tests. J. Roy. Statist. Soc. Ser. B 46, 440–464. Csiszar, I., 1967. Information type measures of difference of probability distributions and indirect observations. Studia Sci. Mathem. Hungar. 2, 105–113.
Collections