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Asymptotic approximations for the distributions of the K phi-divergence goodness-of-fit statistics

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2003-07
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Springer Verlag
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K-phi-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 phi-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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