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Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics

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Abstract

Kø-divergence’s statistic family for goodness-of-fit, under the null hypothesis, has an asymptotic chi-squared distribution; however, for small samples, the chi-squared approximation in some cases does not well agree with the exact distribution. In this paper, a closer approximation to the exact distribution is obtained by extracting the ø-dependent second order component from the distribution. Moreover, numerical results are presented for moderate sample sizes with moderate number of cells.

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Authors and Affiliations

  1. Department of Statistics and Operation Research, Complutense University of Madrid, 28040, Madrid, Spain

    T. Pérez & J. A. Pardo

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  1. T. Pérez
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  2. J. A. Pardo
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This work was partially supported by Grant DGI BFM 2000-0800.

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Pérez, T., Pardo, J.A. Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics. Statistical Papers 44, 349–366 (2003). https://doi.org/10.1007/s00362-003-0160-0

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  • DOI: https://doi.org/10.1007/s00362-003-0160-0

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