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ČeštinaEnglish

Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles

Result description

Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by meansof hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles.

Keywords

DisparitiesPower divergencesEmpirical quantizationAsymptotic normality

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    Goodness-of-Fit Criteria Based on Observations Quantized by Hypothetical and Empirical Percentiles

  • Original language description

    Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by meansof hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles.

  • Czech name

    —

  • Czech description

    —

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

    BD - Information theory

  • OECD FORD branch

    —

Result continuities

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Book/collection name

    Handbook of Fitting Statistical Distributions with R

  • ISBN

    978-1-58488-711-9

  • Number of pages of the result

    56

  • Pages from-to

    —

  • Number of pages of the book

    1718

  • Publisher name

    CRC Press

  • Place of publication

    Boca Raton

  • UT code for WoS chapter

    —

Basic information

Result type

C - Chapter in a specialist book

C

CEP

BD - Information theory

Year of implementation

2010

Similar results(10)

Stochastic Convergences in DivergencesOn efficiency of estimation and testing with data quantized to fixed number of cells.Performances of Modified Power Divergence Estimators in Normal Models