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National Repository of Grey Literature 4 records found  Search took 0.01 seconds. 
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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Divergence mezi modely a daty pri hypotetickém a empirickém kvantování
 Vajda, Igor ; van der Meulen, Edward
It is shown that the hypothetical quantization generates classical Pearson-type statistical criteria while the empirical quantization generates criteria asymptotically equivalent to the classical spacings-type statistical criteria. Asymptotic properties of the empirically generated criteria are derived and optimality of the quadratic criterion is proved.
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O Bregmanových vydálenostech a divergencích pravděpodobnostních měr
 Vajda, Igor ; Stummer, W.
The report investigates properties of the Bregman distances and their relations to the divergences, in particular to the power divergences.
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Testy dobré shody na základě pozorování kvantových pomocí teoretických a výběrových kvantilů
 Vajda, Igor ; van der Meulen, E.
The research report studies goodnes-of-fit statistics defined by means of divergences, in particular power divergences, between hypothetical and empirical distributions quantized by means of hypothetical and empirical kvantiles taken as the quantization cutpoints. New asymptotic results and new relations to the classical goodness-of-fit statistcs are found.
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