Title of article :
Hypothesis testing in a generic nesting framework for general distributions
Author/Authors :
Martيn، نويسنده , , N. and Balakrishnan، نويسنده , , N.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2013
Pages :
23
From page :
1
To page :
23
Abstract :
Nested parameter spaces, either in the null or alternative hypothesis, often enable an improvement in the performance of the tests. In this context, order restricted inference has not been studied in detail. Divergence based measures provide a flexible tool for proposing some useful test statistics, which usually contain the likelihood ratio-test statistics as a special case. The existing literature on hypothesis testing under inequality constraints, based on phi-divergence measures, is concentrated on specific models with multinomial sampling. In this paper the existing results are extended and unified through new families of test-statistics that are valid for nested parameter spaces containing either equality or inequality constraints and general distributions for either single or multiple populations.
Keywords :
Exponential family of distributions , Inequality constraints , Chi-bar-square statistic , Chi-square statistic , Divergence based test statistics , equality constraints
Journal title :
Journal of Multivariate Analysis
Serial Year :
2013
Journal title :
Journal of Multivariate Analysis
Record number :
1566294
Link To Document :
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