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Description
  • This paper focuses on testing composite hypotheses about parameters of s independent samples of different sizes. With this purpose, it introduces test statistics based on the family of Rényi divergences between likelihoods. The asymptotic distributions of the proposed test statistics and of the likelihood ratio statistic are derived under standard regularity assumptions. An application to test the homogeneity of variances in data from families belonging to different populations is described and, under this setup, a simulation experiment compares the small sample performance of the likelihood ratio test and some members of the Rényi family of tests. The experiment indicates that some of the Rényi tests perform better under null hypothesis.
  • This paper focuses on testing composite hypotheses about parameters of s independent samples of different sizes. With this purpose, it introduces test statistics based on the family of Rényi divergences between likelihoods. The asymptotic distributions of the proposed test statistics and of the likelihood ratio statistic are derived under standard regularity assumptions. An application to test the homogeneity of variances in data from families belonging to different populations is described and, under this setup, a simulation experiment compares the small sample performance of the likelihood ratio test and some members of the Rényi family of tests. The experiment indicates that some of the Rényi tests perform better under null hypothesis. (en)
Title
  • Multi-sample Rényi test statistics
  • Multi-sample Rényi test statistics (en)
skos:prefLabel
  • Multi-sample Rényi test statistics
  • Multi-sample Rényi test statistics (en)
skos:notation
  • RIV/67985556:_____/09:00332426!RIV10-MSM-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 328040
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/09:00332426
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Rényi divergence; divergence statistics; testing composite hypotheses; homogeneity of variances (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • BR - Brazilská federativní republika
http://linked.open...ontrolniKodProRIV
  • [FAAA00529D93]
http://linked.open...i/riv/nazevZdroje
  • Brazilian Journal of Probability and Statistics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 23
http://linked.open...iv/tvurceVysledku
  • Hobza, Tomáš
  • Morales, D.
  • Molina, I.
http://linked.open...n/vavai/riv/zamer
issn
  • 0103-0752
number of pages
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