1.34 For counts {n,}, the power divergence statistic for testing goodness of fit (Cressie and Read 1984,...
Question:
1.34 For counts {n,}, the power divergence statistic for testing goodness of fit (Cressie and Read 1984, Read and Cressie 1988) is 2
λ(λ + 1)
λ
Ση; [(π/μ₁) – 1]
a. For λ = 1, show that this equals X2.
for −00 < λ
b. As a → 0, show that it converges to G2. [Hint: log t = limno(th-1)/h.]
c. As a → −1, show that it converges to 2 Σû; log(û₁/n₁), the minimum discrim-
ination information statistic (Gokhale and Kullback 1978).
i 2
d. For λ = −2, show that it equals (n₁ – μ₁)²/ni, the Neyman modified chi-
squared statistic (Neyman 1949).
e. For a = -, show that it equals 4 (√n; - √μ₁)², the Freeman-Tukey statistic
(Freeman and Tukey 1950).
ni
[Under regularity conditions, their asymptotic distributions are identical (Drost et al.
1989). The chi-squared null approximation works best for a near
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