Empirical phi-divergence test-statistics for the equalityof means of two populations
Methodology
2016-01-15 v1
Abstract
Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood ratio test-statistic, as well asfor model misspecification problems, in both cases for the one population problem. This paper introduces this methodology for two sample problems. A simulation study illustrates situations in which the new test-statistics become a competitive tool with respect to the classical z-test and the likelihood ratio test-statistic.
Keywords
Cite
@article{arxiv.1601.03640,
title = {Empirical phi-divergence test-statistics for the equalityof means of two populations},
author = {Narayanaswamy Balakrishnan and Nirian Martin and Leandro Pardo},
journal= {arXiv preprint arXiv:1601.03640},
year = {2016}
}