Handbook of Fitting Statistical Distributions with R
1.
SYSNO ASEP
0351256
Document Type
M - Monograph Chapter
R&D Document Type
Monograph Chapter
Title
Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles
Author(s)
Vajda, Igor (UTIA-B) van der Meulen, E. (BE)
Source Title
Handbook of Fitting Statistical Distributions with R. - Boca Raton : CRC Press, 2010 / Karian Zaven A. ; Dudewicz Edward J.
- ISBN 978-1-58488-711-9
Pages
s. 1-56
Number of pages
56 s.
Number of copy
1500
Number of pages
1718
Language
eng - English
Country
US - United States
Keywords
Disparities ; Power divergences ; Empirical quantization ; Asymptotic normality
Subject RIV
BD - Theory of Information
R&D Projects
GAP202/10/0618 GA ČR - Czech Science Foundation (CSF)
CEZ
AV0Z10750506 - UTIA-B (2005-2011)
Annotation
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.
