Title : ( GOODNESS OF FIT TESTS BASED ON DIVERGENCE MEASURES )
Authors: عین الله پاشا , محسن کوکبی نژاد , Gholam Reza Mohtashami Borzadaran ,
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Abstract
In this paper, we have considered an investigation on goodness of fit tests based on divergence measures. In the case of categorical data, under certain regularity conditions, we obtained asymptotic distribution of these tests. Also, we have proposed a modified test that improves the rate of convergence. In continuous case, we used our modified entropy estimator [10], for Kullback-Leibler information estimation. A comparative study based on simulation results is discussed also.
Keywords
, Goodness of fit test, divergence measures, entropy, categorical data, density estimation.
@article{paperid:1006842,
author = {عین الله پاشا and محسن کوکبی نژاد and Mohtashami Borzadaran, Gholam Reza},
title = {GOODNESS OF FIT TESTS BASED ON DIVERGENCE MEASURES},
journal = {Journal of Applied Mathematics and Informatics},
year = {2008},
volume = {26},
number = {2},
month = {January},
issn = {1598-5857},
pages = {177--189},
numpages = {12},
keywords = {Goodness of fit test; divergence measures; entropy;
categorical data; density estimation.},
}
%0 Journal Article
%T GOODNESS OF FIT TESTS BASED ON DIVERGENCE MEASURES
%A عین الله پاشا
%A محسن کوکبی نژاد
%A Mohtashami Borzadaran, Gholam Reza
%J Journal of Applied Mathematics and Informatics
%@ 1598-5857
%D 2008
