Handbook of Fitting Statistical Distributions with R

0351256 - ÚTIA 2011 RIV US eng M - Monography Chapter
Vajda, Igor - van der Meulen, E.
Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles.
Handbook of Fitting Statistical Distributions with R. Boca Raton: CRC Press, 2010 - (Karian, Z.; Dudewicz, E.), s. 1-56. ISBN 978-1-58488-711-9
R&D Projects: GA ČR GAP202/10/0618
Institutional research plan: CEZ:AV0Z10750506
Keywords : Disparities * Power divergences * Empirical quantization * Asymptotic normality
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2010/SI/vajda-goodness-of-fit criteria based on observations quantized by hypothetical and empirical percentiles.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/11104/0191047