Some approximations to power functions of ?-divergence tests in parametric models |
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| Authors: | Domingo Morales Leandro Pardo |
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| Affiliation: | (1) Operatios Research Center, Universidad Miguel Hernández de Elche, 03202 Elche, Spain;(2) Department of Statistics and Operations Research Faculty of Mathematics, Universidad Complutense de Madrid, 03202 Elche, Spain |
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| Abstract: | In Morales et al (1997) ϕ-divergence statistics were proposed for testing hypotheses in general populations. In this paper
we present some approximations to the power function of these new tests statistics for the cases of the simple null hypotheses
and the composite null hypotheses.
Supported by the grants BFM2000-0800 and GV99-159-1-01. |
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| Keywords: | Asymptotic distributions ϕ -divergences Pitman type alternatives power testing statistical hypotheses |
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