Goodness of fit tests with weights in the classes based on -divergences
Elena Landaburu; Leandro Pardo
Kybernetika (2000)
- Volume: 36, Issue: 5, page [589]-602
- ISSN: 0023-5954
Access Full Article
topAbstract
topHow to cite
topLandaburu, 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
top- Csiszár I., Eine Informationstheoretische Ungleichung und ihre Anwendung auf den Beweis der Ergodizität von Markoffschen Ketten, Publications of the Mathematical Institute of Hungarian Academy of Sciences Ser A. 8 (1963), 85–108 (1963) MR0164374
- Dik J. J., Gunst M. C. M. de, 10.1111/j.1467-9574.1985.tb01121.x, Statistica Neerlandica 39 (1985), 14–26 (1985) Zbl0591.62043MR0801686DOI10.1111/j.1467-9574.1985.tb01121.x
- Eckler A. R., 10.1080/00401706.1969.10490712, Technometrics 11 (1969), 561–589 (1969) Zbl0181.22105DOI10.1080/00401706.1969.10490712
- Ferguson T. S., A Course in Large Sample Theory, Chapman & Hall, London 1996 Zbl0871.62002MR1699953
- Frank O., Menéndez M. L., Pardo L., 10.1080/03610929808832133, Comm. Statist. – Theory Methods 27 (1998), 4, 867–885 (1998) Zbl0902.62025MR1613493DOI10.1080/03610929808832133
- Fraser D. A. S., Non–parametrics Methods in Statistics, Wiley, New York 1957 MR0083868
- Guiaşu S., 10.1016/0378-3758(86)90085-6, J. Statist. Plann. Inference 15 (1986), 63–69 (1986) Zbl0621.62008MR0864945DOI10.1016/0378-3758(86)90085-6
- Gupta S. S., 10.1214/aoms/1177704005, Ann. Math. Statist. 34 (1963), 829–838 (1963) MR0152069DOI10.1214/aoms/1177704005
- Jensen D. R., Solomon H., A Gaussian approximation to the distribution of a definite quadratic form, J. Amer. Statist. Assoc. 67 (1972), 340, 898–902 (1972) Zbl0254.62013
- Johnson N. L., Kotz S., Tables of distributions of positive definite quadratic forms in central normal variables, Sankhya, Ser. B 30 (1968), 303–314 (1968) MR0256492
- Kapur J. N., Measures of Information and their Applications, Wiley, New York 1994 Zbl0925.94073
- Kotz S., Johnson N. M., Boid D. W., 10.1214/aoms/1177698877, Central case. Annals Math. Statist. 38 (1967), 823–837 (1967) MR0211510DOI10.1214/aoms/1177698877
- Liese F., Vajda I., Convex Statistical Distances, Teubner, Leipzig 1987 Zbl0656.62004MR0926905
- Longo G., Quantitative and Qualitative Measure of Information, Springer, New York 1970 MR0351627
- Menéndez M. L., Morales D., Pardo L., Salicrú M., 10.1007/BF02926015, Statistical Papers 36 (1995), 1–29 (1995) Zbl0846.62004MR1334081DOI10.1007/BF02926015
- Menéndez M. L., Morales D., Pardo L., Vajda I., Approximations to powers of -disparity goodness of fit tests, Submitted
- Modarres R., Jernigan R. W., 10.1080/03610929208830901, Comm. Statist. – Theory Methods 21 (1992), 2107–2125 (1992) Zbl0777.62059MR1186048DOI10.1080/03610929208830901
- Rao J. N. K., Scott A. J., 10.1080/01621459.1981.10477633, J. Amer. Statist. Assoc. 76 (1981), 221–230 (1981) Zbl0473.62010MR0624328DOI10.1080/01621459.1981.10477633
- Solomon H., Distribution of Quadratic Forms – Tables and Applications, Applied Mathematics and Statistics Laboratories, Technical Report 45, Stanford University, Stanford, Calif. 1960
- Taneja C. T., On the mean and the variance of estimates of Kullback information and relative useful information measures, Apl. Mat. 30 (1985), 166–175 (1985) Zbl0581.94004MR0789858
- Vajda I., Theory of Statistical Inference and Information, Kluwer Academic Publishers, Dordrecht 1989 Zbl0711.62002
- Zografos K., Ferentinos K., Papaioannou, 10.1080/03610929008830290, Comm. Statist. – Theory Methods 19 (1990), 5, 1785-1802 (1990) MR1075502DOI10.1080/03610929008830290
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.