On the computation of the exact distribution of power divergence test statistics
Kybernetika, Tome 39 (2003) no. 1, p. [55]
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
In this paper we introduce several algorithms to generate all the vectors in the support of a multinomial distribution. Computational studies are carried out to analyze their efficiency with respect to the CPU time and to calculate their efficiency frontiers. The proposed algorithm is used to calculate exact distributions of power divergence test statistics under the hypothesis of uniformity. Finally, several exact power comparisons are done for different divergence statistics and families of alternatives to the uniformity hypothesis.
Classification :
60G10, 62G10, 62M10, 62Q05
Keywords: multinomial distribution; algorithms; goodness-of-fit divergence tests; power divergence statistics; chi-squared tests; power comparisons
Keywords: multinomial distribution; algorithms; goodness-of-fit divergence tests; power divergence statistics; chi-squared tests; power comparisons
@article{KYB_2003__39_1_a4,
author = {Marhuenda, Marco A. and Marhuenda, Yolanda and Morales, Domingo},
title = {On the computation of the exact distribution of power divergence test statistics},
journal = {Kybernetika},
pages = {[55]},
publisher = {mathdoc},
volume = {39},
number = {1},
year = {2003},
mrnumber = {1980124},
zbl = {1249.60070},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2003__39_1_a4/}
}
TY - JOUR AU - Marhuenda, Marco A. AU - Marhuenda, Yolanda AU - Morales, Domingo TI - On the computation of the exact distribution of power divergence test statistics JO - Kybernetika PY - 2003 SP - [55] VL - 39 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/KYB_2003__39_1_a4/ LA - en ID - KYB_2003__39_1_a4 ER -
%0 Journal Article %A Marhuenda, Marco A. %A Marhuenda, Yolanda %A Morales, Domingo %T On the computation of the exact distribution of power divergence test statistics %J Kybernetika %D 2003 %P [55] %V 39 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/KYB_2003__39_1_a4/ %G en %F KYB_2003__39_1_a4
Marhuenda, Marco A.; Marhuenda, Yolanda; Morales, Domingo. On the computation of the exact distribution of power divergence test statistics. Kybernetika, Tome 39 (2003) no. 1, p. [55]. http://geodesic.mathdoc.fr/item/KYB_2003__39_1_a4/