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Second order asymptotic distribution of the R phi-divergence goodness-of-fit statistics

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Pardo Llorente, María del Carmen (2000) Second order asymptotic distribution of the R phi-divergence goodness-of-fit statistics. Kybernetika, 36 (4). pp. 437-454. ISSN 0023-5954

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Abstract

The distribution of each member of the family of statistics based on the R-phi-divergence for testing goodness-of-fit is a chi-squared to o(1) (Pardo [12]). In this paper a closer approximation to the exact distribution is obtained by extracting the phi -dependent second order component from the o(1) term.


Item Type:Article
Additional Information:

This work was supported by Grant DGICYT PB96-0635.

Uncontrolled Keywords:Multinomial Goodness; Tests; Approximation
Subjects:Sciences > Mathematics > Probabilities
ID Code:17630
Deposited On:15 Jan 2013 10:19
Last Modified:07 Feb 2014 09:51

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