On size increase for goodness of fit tests when observations are positively dependent

0411016 - UTIA-B 20030003 RIV DE eng J - Článek v odborném periodiku
Molina, I. - Morales, D. - Pardo, L. - Vajda, Igor
On size increase for goodness of fit tests when observations are positively dependent.
Statistics & Decisions. Roč. 20, č. 4 (2002), s. 399-414. ISSN 0721-2631
Grant CEP: GA ČR GA102/99/1137
Grant ostatní: DGES(ES) GV99-159-1-01; BMF(ES) 2000-0800
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: goodnes-of-fit disparity tests * power divergence tests * positive dependence of data
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum

We investigate the effect of positive dependence (in particular, of positive correlation) between observed data on the tests of simple and composite hypotheses based on disparities between empirical and theoretical probabilities of fixed bins in the observation space. We show that the experimental as well as theoretical conclusions achieved previously for the Pearson chi squared tests remain valid in the whole class of disparity tests under consideration.
Trvalý link: http://hdl.handle.net/11104/0131103