Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu; Leandro Pardo

Kybernetika (2000)

  • Volume: 36, Issue: 5, page [589]-602
  • ISSN: 0023-5954

Abstract

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The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -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.

How to cite

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Landaburu, Elena, and Pardo, Leandro. "Goodness of fit tests with weights in the classes based on $(h,\phi )$-divergences." Kybernetika 36.5 (2000): [589]-602. <http://eudml.org/doc/33504>.

@article{Landaburu2000,
abstract = {The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left( h,\phi \right) $-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left( h,\phi \right)$-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.},
author = {Landaburu, Elena, Pardo, Leandro},
journal = {Kybernetika},
language = {eng},
number = {5},
pages = {[589]-602},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Goodness of fit tests with weights in the classes based on $(h,\phi )$-divergences},
url = {http://eudml.org/doc/33504},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Landaburu, Elena
AU - Pardo, Leandro
TI - Goodness of fit tests with weights in the classes based on $(h,\phi )$-divergences
JO - Kybernetika
PY - 2000
PB - Institute of Information Theory and Automation AS CR
VL - 36
IS - 5
SP - [589]
EP - 602
AB - The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted $\left( h,\phi \right) $-divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted $\left( h,\phi \right)$-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.
LA - eng
UR - http://eudml.org/doc/33504
ER -

References

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