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Empirical phi-divergence test statistics for the difference of means of two populations

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Balakrishnan, N. and Martin, N. and Pardo Llorente, Leandro (2017) Empirical phi-divergence test statistics for the difference of means of two populations. Asta- Advances in Statistical Analysis, 101 (2). pp. 199-226. ISSN 1863-8171

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Official URL: https://link.springer.com/article/10.1007/s10182-017-0289-0




Abstract

Empirical phi-divergence test statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behavior of the classical likelihood ratio test statistic, as well as for model misspecification problems, in both cases for the one population problem. This paper introduces this methodology for two-sample problems. A simulation study illustrates situations in which the new test statistics become a competitive tool with respect to the classical z test and the likelihood ratio test statistic.


Item Type:Article
Uncontrolled Keywords:Empirical likelihood; Empirical phi-divergence test statistics; Phi-divergence measures; Power function
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:43246
Deposited On:14 Jun 2017 11:04
Last Modified:06 Sep 2022 09:51

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