Sankhya: The Indian Journal of Statistics
2001, Volume 63, Series A, Pt. 1, pp.72--92
MINIMUM PHI-DIVERGENCE ESTIMATOR FOR HOMOGENEITY IN MULTINOMIAL POPULATIONS*
L. PARDO and M.C. PARDO, Complutense University of Madrid, Spain
K. ZOGRAFOS, University of Ioannina, Greece
SUMMARY. In this paper we present a new family of statistics for the problem of homogeneity when the estimation of some parameters is necessary. We consider the minimum $\varphi$-divergence estimator of the parameters instead of the maximum likelihood estimator and a family of statistics based on Phi-divergence as a generalization of the usual chi-square statistic.
AMS (1991) subject classification. 62H15, 62F12.
Key words and phrases. Asymptotic distributions, phi-divergence, Minimum phi-divergence estimator, testing statistical hypotheses, homogeneity.
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