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The K ϕ-Divergence Statistic for Categorical Data Problems

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Abstract

In this work a new family of statistics based on K ϕ -divergence (Burbea and Rao (1982) On the convexity of divergence measures based on entropy function. IEEE Trans Inf Theory 28, 489–495) are obtained by either replacing both distributions involved in the argument by their samples estimates or replacing one distribution and considering the other as given. Asymptotic distributions of these statistics are obtained and test for goodness-of-fit and for homogeneity with a known distribution, can be constructed on the basis of these results

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Authors and Affiliations

  1. Department of Statistics and Operation Research III, Compltense University of Madrid, Madrid, Spain

    T. Pérez

  2. Department of Statistics and Operation Research I, Compltense University of Madrid, Madrid, Spain

    J. A. Pardo

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  1. T. Pérez
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  2. J. A. Pardo
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Correspondence to T. Pérez.

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Pérez, T., Pardo, J.A. The K ϕ-Divergence Statistic for Categorical Data Problems. Metrika 63, 355–369 (2006). https://doi.org/10.1007/s00184-005-0025-8

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  • DOI: https://doi.org/10.1007/s00184-005-0025-8

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