Open AccessEmpirical phi-divergence test statistics for the difference of means of two populations
Author(s) -
N. Balakrishnan,
Nirian Martín,
Leandro Pardo
Publication year - 2017
Publication title -
asta advances in statistical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.507
H-Index - 28
eISSN - 1863-818X
pISSN - 1863-8171
DOI - 10.1007/s10182-017-0289-0
Subject(s) - statistics , mathematics , divergence (linguistics) , empirical likelihood , null hypothesis , likelihood ratio test , statistic , test statistic , statistical hypothesis testing , test (biology) , econometrics , population , score test , likelihood principle , sample (material) , maximum likelihood , likelihood function , quasi maximum likelihood , demography , confidence interval , linguistics , chromatography , chemistry , biology , paleontology , philosophy , sociology
Empirical phi-divergence test statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behavior of the classical likelihood ratio test statistic, as well as for 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
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