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Landaburu Jiménez, María Elena and Pardo Llorente, Leandro
(2000)
*Goodness of fit tests with weights in the classes based on (h,phi)-divergences.*
Kybernetika, 36
(5).
pp. 589-602.
ISSN 0023-5954

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Official URL: http://dml.cz/bitstream/handle/10338.dmlcz/135373/Kybernetika_36-2000-5_6.pdf

## Abstract

The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted (h, phi)-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [5] and Kapur [11]. The weighted (h, phi)-divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi-square variables. Some approximations to the linear combination of independent chi-square variables are presented

Item Type: | Article |
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Uncontrolled Keywords: | Divergence |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 16512 |

Deposited On: | 25 Sep 2012 08:46 |

Last Modified: | 27 Jul 2018 09:00 |

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