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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 2, Pages 263–274 (Mi tvp3035)

This article is cited in 2 papers

Goodness-of-fit tests based on a measure of divergency between two scalar products

O. V. Gerleĭna, R. Pincusb

a Tula
b Berlin

Abstract: Let $X_1,\dots,X_n$ be independent random variables with values in $(\mathfrak X, \mathfrak A)$ identically distributed according to a measure $P$ and let $\varphi_1,\dots,\varphi_k$ be functions on $(\mathfrak X, \mathfrak A)$ square integrable with respect to $P$. The asymptotic distribution (as $n\to\infty$) of certain tests of hypotheses on values of the functionals $\pi_1(P)=\mathbf E_P\varphi_1,\dots,\pi_k(P)=\mathbf E_P\varphi_k$ is investigated. The tests under consideration depend only on the values of the statistics $\displaystyle\overline\varphi_1=\frac{1}{n}\sum_{\nu=1}^n\varphi_1(X_\nu)\dots$, $\displaystyle\overline\varphi_k=\frac{1}{n}\sum_{\nu=1}^n\varphi_k(X_\nu)$and are based on a measure of divergency between the two scalar products introduced in [4].

Received: 25.12.1975


 English version:
Theory of Probability and its Applications, 1979, 23:2, 248–258

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