Original title: Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations
Authors: Boček, Pavel ; Vajda, Igor ; van der Meulen, E.
Document type: Research reports
Year: 2010
Language: eng
Series: Research Report, volume: 2292
Abstract: 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.
Keywords: asymptotic normality,; goodness-of-fit; power divergences
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 external website.
External URL: http://library.utia.cas.cz/separaty/2010/SI/bocek-goodness-of-fit disparity statistics obtained by hypothetical and empirical quantizations.pdf
Original record: http://hdl.handle.net/11104/0191543

Permalink: http://www.nusl.cz/ntk/nusl-42165


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