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Likelihood divergence statistics for testing hypotheses about multiple population

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Morales González, Domingo and Pardo Llorente, Leandro and Pardo Llorente, María del Carmen (2001) Likelihood divergence statistics for testing hypotheses about multiple population. Communications in Statistics - Simulation and Computation, 30 (4). pp. 867-884. ISSN 0361-0918

Official URL: http://www.tandfonline.com/doi/abs/10.1081/SAC-100107785


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Abstract

The problem of introducing divergence-based statistics to test composite hypotheses related to s populations is still open when sample sizes are not equal. On the basis of likelihood divergence statistics, a statistical procedure is introduced in this paper and its large sample behaviour is studied. By using Renyi divergence, the proposed statistical procedure is applied to the problem of testing for the homogeneity of several variances. Members of the family of likelihood Renyi divergence statistics are compared for power and checked for fidelity to type I error rates with some classical test statistics. Results of the Monte Carlo simulation study are discussed and presented in tables.


Item Type:Article
Uncontrolled Keywords:Renyi divergence; likelihood divergence statistics; testing hypotheses; homogeneity of variances; multiple population; distributions.
Subjects:Sciences > Mathematics > Applied statistics
ID Code:18056
Deposited On:30 Jan 2013 09:41
Last Modified:30 Jan 2013 09:41

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