Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations

0351906 - ÚTIA 2011 CZ eng V - Research Report
Boček, Pavel - Vajda, Igor - van der Meulen, E.
Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations.
Praha, 2010. 53 s. Research Report, 2292.
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : power divergences * goodness-of-fit * asymptotic normality,
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2010/SI/bocek-goodness-of-fit disparity statistics obtained by hypothetical and empirical quantizations.pdf

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.
Permanent Link: http://hdl.handle.net/11104/0191543