Publication: Asymptotic approximations for the distributions of the (h, f)-divergence goodness-of-fit statistics: application to Renyi’s statistic
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Publication Date
1997
Authors
Menéndez Calleja, María Luisa
Pardo Llorente, María del Carmen
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Emerald Group Publishing Limited
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Abstract
Read (1984) presented an asymptotic expansion for the distribution function of the power divergence statistics whose speed of convergence is dependent on the parameter of the family. Generalizes that result by considering the family of ((h) under bar, <(phi)under bar>)-divergence measures. Considers two other closer approximations to the exact distribution. Compares these three approximations for the Renyi's statistic in small samples.