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Abstract

Asymptotic properties and numerical comparison of spacings-based power divergence statistics

Boček Pavel, Vajda Igor, van der Meulen Edward

: Abstracts of Contributions to 6th International Workshop on Data – Algorithms – Decision Making, p. 26-26 , Eds: Ivánek Jiří, Janžura Martin

: International Workshop Jindřichův Hradec DAR, (Jindřichův Hradec, CZ, 2.12.2010)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk

: divergence

: http://library.utia.cas.cz/separaty/2010/SI/bocek-asymptotic properties and numerical comparison of spacings-based power divergence statistics.pdf

(eng): Measures of dissimilarity in the goodness of fit tests are defined as an appropriately scaled divergence between kvantizovanými hypothetical and empirical distributions. It is shown that hypothetical quantization generates statistical criterion clasická Pearson type, while the empirical quantization generates asymptotically equivalent to the classical criteria for incremental statistical criteria. Asymptotic properties are derived empirically generated criteria and proved quadratic optimality criteria.

: BB