Publication: On choosing a goodness-of-fit test for discrete multivariate data
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Publication Date
2003-10
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Emerald Group
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Abstract
Goodness-of-fit test based on K-phi-divergence between observed and theoretical frequencies are considered The asymptotic chi-square null distribution and three alternative approximations to the exact distribution function of this family are compared in small samples. Numerical results are Presented for the symmetric null hypothesis for different multinomial sample sizes with various cell numbers. Exact power under specific alternatives to the symmetric null hypothesis are calculated and a comparison with the family of power divergence statistics is made.