Original title: Consistency of various divergence statistics
Translated title: Konzistence různých divergenčních statistik
Authors: Vajda, Igor ; Harremoës, P.
Document type: Research reports
Year: 2008
Language: eng
Series: Research Report, volume: 2218
Abstract: [eng] [cze]
Divergence statistics for testing the hypothesis of uniformity in a sequence of multinomial distributions are studied. Special attention is devoted to the power divergence statistics of arbitrary real degrees. Sufficient conditions for consistency of these statistics are established, with applications in the Bahadur asymptotic efficiency among others. Studují se divergenční statistiky pro testování rovnoměrnosti v posloupnostech multinomiáních distribucí. Zvláštní pozornost se věnuje mocninným divergencím libovolných reálných řádů. Zpráva stanovuje postačující podmínky pro konzistentnost těchto statistik, s uplatněním mimo jiné v bahadurovské eficientnosti příslušných statistik.
Keywords: Consistency of statistics; Divergence measures; Divergence statistics; Power divergence statistics
Project no.: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP)
Funding provider: GA MŠk

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0159894

Permalink: http://www.nusl.cz/ntk/nusl-38649


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