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On choosing a goodness‐of‐fit test for discrete multivariate data

T. Pérez, J.A. Pardo

Kybernetes

ISSN: 0368-492X

Article publication date: 1 December 2003

1029

Abstract

Goodness‐of‐fit test based on Kϕ‐divergence between observed and theoretical frequencies are considered. The asymptotic chi‐square null distribution and three alternative approximations to the exact distribution function of this family are compared in small samples. Numerical results are presented for the symmetric null hypothesis for different multinomial sample sizes with various cell numbers. Exact power under specific alternatives to the symmetric null hypothesis are calculated and a comparison with the family of power divergence statistics is made.

Keywords

Citation

Pérez, T. and Pardo, J.A. (2003), "On choosing a goodness‐of‐fit test for discrete multivariate data", Kybernetes, Vol. 32 No. 9/10, pp. 1405-1424. https://doi.org/10.1108/03684920310493323

Publisher

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MCB UP Ltd

Copyright © 2003, MCB UP Limited

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