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Tests of hypotheses for and against order restrictions on multinomial parameters based on phi-divergences

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Menéndez Calleja, María Luisa and Pardo Llorente, Leandro and Zografos, Konstantinos (2002) Tests of hypotheses for and against order restrictions on multinomial parameters based on phi-divergences. Utilitas mathematica, 61 . pp. 209-223. ISSN 0315-3681



Abstract

Measures of phi-divergences are widely used as statistical tools for making inferences about a collection p(1), p(2),...,p(M) of multinomial parameters (Morales et al. (1995), Zografos et al. (1990), etc). Many such collections appearing in practice exhibit a trend (Robertson (1978), Lee (1987), Robertson et al. (1988) and many others cited there). In this paper tests based on measures of phi-divergence arc considered for testing a. simple null hypothesis on a. collection of multinomial parameters against an order restricted alternative and for testing an order restriction against no restriction on the collection of multinomial parameters.


Item Type:Article
Uncontrolled Keywords:phi-divergence statistics; Pearson divergence measure; Kullback divergence measure; order restrictions; asymptotic distribution; distributions; goodness; fit
Subjects:Sciences > Mathematics > Applied statistics
ID Code:17838
Deposited On:22 Jan 2013 12:21
Last Modified:22 Jan 2013 12:21

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