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Journal Article

On size increase for goodness of fit tests when observations are positively dependent

Molina I., Morales D., Pardo L., Vajda Igor

: Statistics & Decisions vol.20, 4 (2002), p. 399-414

: CEZ:AV0Z1075907

: GA102/99/1137, GA ČR, GV99-159-1-01, DGES, 2000-0800, BMF

: goodnes-of-fit disparity tests, power divergence tests, positive dependence of data

(eng): We investigate the effect of positive dependence (in particular, of positive correlation) between observed data on the tests of simple and composite hypotheses based on disparities between empirical and theoretical probabilities of fixed bins in the observation space. We show that the experimental as well as theoretical conclusions achieved previously for the Pearson chi squared tests remain valid in the whole class of disparity tests under consideration.

: 12B

: BB

07.01.2019 - 08:39