Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests
Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests
复制标题
散度统计：采样属性和多项式拟合优度以及散度检验
DOI：
10.1080/03610929008830290
复制
发表时间：
1990
影响因子：
0.8
通讯作者：
T. Papaioannou
中科院分区：
文献类型：
--
作者：
K. Zografos;K. Ferentinos;T. Papaioannou
φ散度。统计量可以通过用它们的样本估计替换φ -散度度量参数中涉及的两个分布或替换一个分布并将另一个分布视为给定来获得。研究了估计散度测度的抽样性质。导出了近似均值和方差，并得到了渐近分布。构造了观测频率与期望频率的拟合优度检验和基于两个或多个多项式样本的散度相等性检验。
φ-divergence .statistics are obtained by either replacing both distributions involved in the argument of the φ -divergence measure by their sample estimates or replacing one distribution and considering the other as given. The sampling properties of estimated divergence-type measures are investigated. Approximate means and variances are derived and asymptotic distributions are obtained. Tests of goodness of fit of observed frequencies to expected ones and tests of equality of divergences based on two or more multinomial samples are constructed.