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Research Report

Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations

Boček Pavel, Vajda Igor, van der Meulen E.

: (Praha 2010)

: Research Report 2292

: CEZ:AV0Z10750506

: 1M0572, GA MŠk

: power divergences, goodness-of-fit, asymptotic normality,

: http://library.utia.cas.cz/separaty/2010/SI/bocek-goodness-of-fit disparity statistics obtained by hypothetical and empirical quantizations.pdf

(eng): Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by means of hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles.

: BD