Second order asymptotic distribution of the R phi-divergence goodness-of-fit statistics
dc.contributor.author | Pardo Llorente, María del Carmen | |
dc.date.accessioned | 2023-06-20T17:06:58Z | |
dc.date.available | 2023-06-20T17:06:58Z | |
dc.date.issued | 2000 | |
dc.description | This work was supported by Grant DGICYT PB96-0635. | |
dc.description.abstract | The distribution of each member of the family of statistics based on the R-phi-divergence for testing goodness-of-fit is a chi-squared to o(1) (Pardo [12]). In this paper a closer approximation to the exact distribution is obtained by extracting the phi -dependent second order component from the o(1) term. | |
dc.description.department | Depto. de Estadística e Investigación Operativa | |
dc.description.faculty | Fac. de Ciencias Matemáticas | |
dc.description.refereed | TRUE | |
dc.description.sponsorship | DGICYT | |
dc.description.status | pub | |
dc.eprint.id | https://eprints.ucm.es/id/eprint/17630 | |
dc.identifier.issn | 0023-5954 | |
dc.identifier.officialurl | http://dml.cz/dmlcz/135362 | |
dc.identifier.relatedurl | http://dml.cz/ | |
dc.identifier.uri | https://hdl.handle.net/20.500.14352/57795 | |
dc.issue.number | 4 | |
dc.journal.title | Kybernetika | |
dc.language.iso | eng | |
dc.page.final | 454 | |
dc.page.initial | 437 | |
dc.publisher | Kybernetika | |
dc.relation.projectID | PB96-0635 | |
dc.rights.accessRights | open access | |
dc.subject.cdu | 519.21 | |
dc.subject.keyword | Multinomial Goodness | |
dc.subject.keyword | Tests | |
dc.subject.keyword | Approximation | |
dc.subject.ucm | Probabilidades (Matemáticas) | |
dc.title | Second order asymptotic distribution of the R phi-divergence goodness-of-fit statistics | |
dc.type | journal article | |
dc.volume.number | 36 | |
dcterms.references | M. S. Ah and D. Silvey: A general class of coefficients of divergence of one distribution from another.J.Roy. Statist. Soc. Ser. B 28 (1966), 131-140. T. Bednarski and T. Ledwina: A note on a biasedness of tests of fit. Mathematische Operationsforschung und Statistik, Series Statistics 9 (1978), 191-193. J.Burbea:J-divergences and related topics. Encycl. Statist. Sci. 44 (1983), 290-296. J.Burbea and C. R. Rao: On the convexity of some divergence measures based on entropy functions. IEEE Trans. Inform. Theory 28 (1982), 489-495. J. Burbea and C. R. Rao: On the convexity of higher order Jensen differences based on entropy function. IEEE Trans. Inform. Theory 28 (1982), 961-963. A. Cohen and H.B. Sackrowitz: Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case. Ann. Statist. 3 (1975), 959-964. N. Cressie and T. R. C. Read: Multinomial goodness of fit test. J. Roy. Statist. Soc. Ser. B 46 (1984), 440-464. I. Csiszar: Eine Informationtheoretische Ungleichung und ihre Anwendung auf den Bewis der Ergodizitat von Markhoffschen Ketten.Publ.Math.Inst.Hungar.Acad.Sci. Ser. A 8 (1963), 85-108. P. E. Greenwood and M.S. Nikolin: A Guide to Chi-squared Testing. Wiley, New York 1996. F.Liese and I.Vajda: Convex Statistical Distances. Teubner, Leipzig 1987. H. B. Mann and A. Wald: On the choice of the number of intervals in the application of the chi-square test. Ann. Math. Statist. 13 (1942), 306-317. M. C. Pardo: On Burbea-Rao divergences based goodness-of-fit tests for multinomial models. J. Multivariate Anal. 69 (1999), 65-87. M. C. Pardo and I. Vajda:About distances of discrete distributions satisfying the data processing theorem of information theory. Trans. IEEE. Inform.Theory 43(1997),4, 1288-1293. K. Pearson: On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling. Philosophy Magazine 50 (1900), 157-172. C. R. Rao: Asymptotic efficiency and limiting information. In: Proc. 4th Berkeley Symp. on Math. Statist. Probab. I, Univ. of California Press, Berkeley 1961, pp. 531-546. C. R.Rao:Linear Statistical Inference and Its Applications. Second edition. Wiley, New York 1973. C.R.Rao:Analysis of Diversity:A Unified Approach. Technical Report No. 81-26, University of Pittsburhg 1981. T.R.C.Read: On Choosing a Goodness-of-fit test. Unpublished Ph.D. Thesis, Flinders University, South Australia 1982. T. R. C. Read: Closer asymptotic approximations for the distributions of the power divergence goodness-of-fit statistics. Ann.Inst.Statist.Math.36(1984),Part A,59-69. T. R. C. Read and N. Cressie: Goodness of Fit Statistics for Discrete Multivariate Data. Springer, New York 1988. B. Schorr: On the choice of the class intervals in the application of the chi-square test. Math. Operationsforsch. Statist. 5 (1974), 357-377. M. Siotani and Y. Fujikoshi: Asymptotic approximations for the distributions of multinomial goodness-of-fit statistics. Hiroshima Math. J. 14 (1984), 115-124. H.A.Sturges:The choice of a class interval.J.Amer. Statist. Assoc. 21 (1926), 65-66. I. Vajda: Theory of Statistical Inference and Information. Kluwer Academic Publishers, Dordrecht - Boston 1989. J. K. Yarnold: Asymptotic approximations for the probability that a sum of lattice random vectors lies in a convex set. Ann. of Math. Statist. 43 (1972), 1566-1580. K.Zografos, K. Ferentinos and T. Papaioannou: (^-divergence statistics: sampling properties and multinomial goodness of fit divergence tests. Comm. Statist. - Theory Methods 19 (1990), 5, 1785-1802. | |
dspace.entity.type | Publication |
Download
Original bundle
1 - 1 of 1