Decision Sciences
8 years ago

New divergence measures improve accuracy of goodness of fit tests.

International Journal of Applied Mathematics & Statistics/International journal of applied mathematics and statistics
Optimal Phi-Divergence Tests
Panayiotis Panayiotou, Alex Karagrigoriou

Paper Summary

The article explores new ways to test how well data fits a model using different measures of divergence. By introducing a family of divergence measures with a parameter "a", the researchers found optimal values of "a" to make these tests more accurate.

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