Asymptotic approximations for the distributions of the (h,φ)-divergence goodness-of-fit statistics : Application to Renyi's statistic

Asymptotic approximations for the distributions of the (h,φ)-divergence goodness-of-fit statistics : Application to Renyi's statistic
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(h,φ)-散度拟合优度统计分布的渐近近似:在 Renyi 统计中的应用

DOI:
10.1108/03684929710176449
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发表时间:
1997
期刊:
影响因子:
--
通讯作者:
M. Pardo
M. Pardo
中科院分区:
--
文献类型:
--
作者:
M. Menéndez;J. A. Pardo;L. Pardo;M. Pardo

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Read(1984)提出了幂散度统计分布函数的渐近展开式,其收敛速度取决于族的参数。通过考虑(h, φ)‐散度测度族推广了该结果。考虑另外两个更接近确切分布的近似。在小样本中比较Renyi统计量的这三种近似。
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.