多参数指数族加权亲和性同质性检验

Q Mathematics Statistical Methodology Pub Date : 2016-09-01 DOI:10.1016/j.stamet.2016.04.002
Alexander Katzur, Udo Kamps
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引用次数: 4

摘要

基于同一多参数指数族中具有底层密度函数的随机独立样本,将加权版本的Matusita亲和度作为检验统计量应用于相同密度的同质性检验和判别问题。说明了测试统计量的渐近分布,并在模拟研究中检验了有限样本量下权重对实际和所需I型误差偏差的影响。
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Homogeneity testing via weighted affinity in multiparameter exponential families

Based on stochastically independent samples with underlying density functions from the same multiparameter exponential family, a weighted version of Matusita’s affinity is applied as test statistic in a homogeneity test of identical densities as well as in a discrimination problem. Asymptotic distributions of the test statistics are stated, and the impact of weights on the deviation of actual and required type I error for finite sample sizes is examined in a simulation study.

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来源期刊
Statistical Methodology
Statistical Methodology STATISTICS & PROBABILITY-
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期刊介绍: Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.
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