Testing Equivalence of Multinomial Distributions

We introduce the smooth total variation distance as a natural choice to establish equivalence. We propose asymptotic and bootstrap-based tests for which asymptotic optimality is shown. The finite sample performance is studied by simulations. Then we apply tests to real data sets. The tests are implemented in VB.net and available on GitHub, see SourceCode (2018)

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Year of publication:	2018
Authors:	Ostrovski, Vladimir
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Statistischer Test \| Statistical test

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Extent:	1 Online-Ressource (10 p)
Series:	Statistics & Probability Letters ; Volume 124, May 2017, Pages 77–82
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Statistics & Probability Letters, Volume 124, May 2017, Pages 77–82 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2016 erstellt
Other identifiers:	10.2139/ssrn.3241589 [DOI]
Classification:	C12 - Hypothesis Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012911947