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Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
Consistency of various divergence statistics
Typ:
Research report
Authors:
Vajda I., Harremoës P.
Name of edition:
Research Report
Article number:
2218
Publisher:
ÚTIA AV ČR
Serie:
Praha
Year:
2008
Keywords:
Divergence measures, Divergence statistics, Power divergence
Anotation:
Divergence statistics for testing the hypothesis of uniformity in a sequence of multinomial distributions are studied. Special attention is devoted to the power divergence statistics of arbitrary real degrees. Sufficient conditions for consistency of these statistics are established, with applications in the Bahadur asymptotic efficiency among others.