On tests of homogeneity based on minimum phi-divergence estimator with constraints
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2003
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Elsevier Science
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Abstract
A family of tests of homogeneity of independent multinomial populations is introduced in terms of the phi(1)-divergence when the parameters are estimated using the minimum phi(2)-divergence estimator instead of the maximum likelihood estimator. A simulation study is presented to choose the best function phi(2) for estimation and the best function phi(1) for testing. A new test statistic is obtained, more powerful in some cases, than the existing tests for testing homogeneity in multinomial populations.