Rényi Statistics in Directed Families of Exponential Experiments*
作者:
D. Morales,
L. Pardo,
I. Vajda,
期刊:
Statistics
(Taylor Available online 2000)
卷期:
Volume 34,
issue 2
页码: 151-174
ISSN:0233-1888
年代: 2000
DOI:10.1080/02331880008802324
出版商: Gordon & Breach Science Publishers
关键词: Exponential models;testing goodness-of-fit;Rényi distances;Rényi statistics
数据来源: Taylor
摘要:
Rényi statistics are considered in a directed family of general exponential models. These statistics are defined as Rényi distances between estimated and hypothetical model. An asymptotically quadratic approximation to the Rényi statistics is established, leading to similar asymptotic distribution results as established in the literature for the likelihood ratio statistics. Some arguments in favour of the Rényi statistics are discussed, and a numerical comparison of the Rényi goodness-of-fit tests with the likelihood ratio test is presented.
点击下载:
PDF (612KB)
返 回