Basu, A., Ray, S. , Park, C. and Basu, S. (2002) Improved power in multinomial goodness-of-fit tests. Journal of the Royal Statistical Society: Series D (The Statistician), 51(3), pp. 381-393. (doi: 10.1111/1467-9884.00325)
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Abstract
Pearson's χ2- and the log-likelihood ratio χ2-statistics are fundamental tools in goodness-of-fit testing. Cressie and Read constructed a general family of divergences which includes both statistics as special cases. This family is indexed by a single parameter, and divergences at either end of the scale are more powerful against alternatives of one type while being rather poor against the opposite type. Here we present several new goodness-of-fit testing procedures which have reasonably high powers for both kinds of alternative. Graphical studies illustrate the advantages of the new methods.
Item Type: | Articles |
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Keywords: | disparities; empty cell penalty; power divergence |
Status: | Published |
Refereed: | Yes |
Glasgow Author(s) Enlighten ID: | Ray, Professor Surajit |
Authors: | Basu, A., Ray, S., Park, C., and Basu, S. |
College/School: | College of Science and Engineering > School of Mathematics and Statistics > Statistics |
Journal Name: | Journal of the Royal Statistical Society: Series D (The Statistician) |
ISSN: | 0039-0526 |
ISSN (Online): | 1467-9884 |
Published Online: | 09 August 2002 |
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