Title :
Information-theoretic methods in testing the goodness of fit
Author :
Györfi, László ; Morvai, G. ; Vajda, Igor
Author_Institution :
Dept. of Comput. Sci. & Inf. Theory, Tech. Univ. Budapest, Hungary
Abstract :
We present a new approach to evaluating the efficiency of information-divergence-type statistics for testing the goodness of fit. Since the Pitman approach is too weak to detect sufficiently sharply the differences in efficiency of these statistics, the attention is focused on the Bahadur efficiency
Keywords :
information theory; statistical analysis; testing; Bahadur efficiency; Pitman approach; efficiency; goodness of fit testing; information-divergence-type statistics; information-theoretic methods; Automation; Chromium; Computer science; Information theory; Robustness; Statistical analysis; Statistical distributions; Statistics; Stochastic processes; Testing;
Conference_Titel :
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location :
Sorrento
Print_ISBN :
0-7803-5857-0
DOI :
10.1109/ISIT.2000.866318
