Asymptotic approximations for the distributions of the (h‐, φ‐)‐divergence goodness‐of‐fit statistics: application to Renyi’s statistic
Abstract
Read (1984) presented an asymptotic expansion for the distribution function of the power divergence statistics whose speed of convergence is dependent on the parameter of the family. Generalizes that result by considering the family of (h, φ)‐divergence measures. Considers two other closer approximations to the exact distribution. Compares these three approximations for the Renyi’s statistic in small samples.
Keywords
Citation
Menéndez, M.L., Pardo, J.A., Pardo, L. and Pardo, M.C. (1997), "Asymptotic approximations for the distributions of the (h‐, φ‐)‐divergence goodness‐of‐fit statistics: application to Renyi’s statistic", Kybernetes, Vol. 26 No. 4, pp. 442-452. https://doi.org/10.1108/03684929710176449
Publisher
:MCB UP Ltd
Copyright © 1997, MCB UP Limited