Pardo Statistical Inference Based on Divergence Measures

Erscheinungsjahr 2005
ISBN: 978-1-4200-3481-3
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 512 Seiten

Reihe: Statistics: A Series of Textbooks and Monographs

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach.

Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, presenting the interesting possibility of introducing alternative test statistics to classical ones like Wald, Rao, and likelihood ratio. Each chapter concludes with exercises that clarify the theoretical results and present additional results that complement the main discussions.

Clear, comprehensive, and logically developed, this book offers a unique opportunity to gain not only a new perspective on some standard statistics problems, but the tools to put it into practice.

Zielgruppe

Statisticians and graduate students.

Autoren/Hrsg.

Pardo, Leandro

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

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