On Disparity Based Robust Tests for Two Discrete Populations
Sahadeb Sarkar and Ayanendranath Basu
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
Vol. 57, No. 3 (Dec., 1995), pp. 353-364
Published by: Indian Statistical Institute
Stable URL: https://www.jstor.org/stable/25052907
Page Count: 12
You can always find the topics here!Topics: Null hypothesis, Ratio test, Mathematical minima, Maximum likelihood estimation, Consistent estimators, Mathematical vectors, Outliers, Sampling distributions, Second partial derivative
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For discrete two sample problems disparity tests based on minimum disparity estimation (Lindsay 1994) are considered. The likelihood ratio test can be obtained as a disparity test by using the likelihood disparity. It is shown that the asymptotic distribution of the disparity tests under composite null hypotheses is chi-square. In general, several disparity tests are more robust against outliers than the likelihood ratio test. A Monte Carlo study illustrates these points in Poisson populations for the Hellinger distance test.
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002) © 1995 Indian Statistical Institute