Statistical inference based on divergence measures. (2006)

• Record Type: Book
• Further Information: Note: Leandro Pardo.
• Other Names: Pardo Llorente, Leandro
• Contents: DIVERGENCE MEASURES: DEFINITION AND PROPERTIES; Introduction; Phi-divergence. Measures between Two Probability Distributions: Definition and Properties; Other Divergence Measures between Two Probability Distributions; Divergence among k Populations; Phi-disparities; Exercises; Answers to Exercises; ; ENTROPY AS A MEASURE OF DIVERSITY: SAMPLING DISTRIBUTIONS; Introduction; Phi-entropies. Asymptotic Distribution; Testing and Confidence Intervals for Phi-entropies; Multinomial Populations: Asymptotic Distributions; Maximum Entropy Principle and Statistical Inference on Condensed Ordered Data; Exercises; Answers to Exercises; ; GOODNESS-OF-FIT: SIMPLE NULL HYPOTHESIS; Introduction; Phi-divergences and Goodness-of-fit with Fixed Number of Classes; Phi-divergence Test Statistics under Sparseness Assumptions; Nonstandard Problems: Tests Statistics based on Phi-divergences; Exercises; Answers to Exercises; ; OPTIMALITY OF PHI-DIVERGENCE TEST STATISTICS IN GOODNESS-OF-FIT; Introduction; Asymptotic Effciency; Exact and Asymptotic Moments: Comparison; A Second Order Approximation to the Exact Distribution; Exact Powers Based on Exact Critical Regions; Small Sample Comparisons for the Phi-divergence Test Statistics; Exercises; Answers to Exercises; ; MINIMUM PHI-DIVERGENCE ESTIMATORS; Introduction ; Maximum Likelihood and Minimum Phi-divergence Estimators; Properties of the Minimum Phi-divergence Estimator; Normal Mixtures: Minimum Phi-divergence Estimator; Minimum Phi-divergence Estimator with Constraints: Properties; Exercises; Answers to Exercises; ; GOODNESS-OF-FIT: COMPOSITE NULL HYPOTHESIS; Introduction; Asymptotic Distribution with Fixed Number of Classes; Nonstandard Problems: Test Statistics Based on Phi-divergences; Exercises; Answers to Exercises; Testing Loglinear Models Using Phi-divergence Test Statistics; Introduction; Loglinear Models: Definition; Asymptotic Results for Minimum Phi-divergence Estimators in Loglinear Models; Testing in Loglinear Models; Simulation Study; Exercises; Answers to Exercises; ; PHI-DIVERGENCE MEASURES IN CONTINGENCY TABLES; Introduction; Independence; Symmetry; Marginal Homogeneity; Quasi-symmetry; Homogeneity; Exercises; Answers to Exercises ; ; TESTING IN GENERAL POPULATIONS; Introduction; Simple Null Hypotheses: Wald, Rao, Wilks and Phi-divergence Test Statistics; Composite Null Hypothesis; Multi-sample Problem; Some Topics in Multivariate Analysis; Exercises; Answers to Exercises; References; Index
• Publisher Details: Boca Raton, FL : Chapman & Hall/CRC
• Publication Date: 2006
• Extent: 1 online resource (xx, 492 pages), illustrations
• Subjects: 519.5/4; Divergent series; Entropy (Information theory); Multivariate analysis; Statistical hypothesis testing; Asymptotic expansions; MATHEMATICS -- Probability & Statistics -- General; Asymptotic expansions; Divergent series; Entropy (Information theory); Multivariate analysis; Statistical hypothesis testing; Statistische methoden; Divergentie; Logic; Multivariate Analysis; Statistics; Electronic books
• Languages: English
• ISBNs: 1420034812; 9781420034813; 1584886005; 9781584886006
• Notes: Note: Includes bibliographical references (pages 459-483) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.