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Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations
Boček, Pavel ; Vajda, Igor ; van der Meulen, E.
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.

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