Hypothesis testing for two discrete populations based on the Hellinger distance

A. Basu, A. Mandal, L. Pardo

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Abstract

Our interest is in the problem where independent samples are drawn from two different discrete populations, possibly with a common parameter. The goal is to test hypothesis about the parameters involved in these two samples. A number of tests are developed for the above purpose based on the Hellinger distance and penalized versions of it. The asymptotic distributions of the test statistics are derived. Extensive simulation results are provided, which illustrate the theory developed and the robustness of the methods.

Original languageEnglish (US)
Pages (from-to)206-214
Number of pages9
JournalStatistics and Probability Letters
Volume80
Issue number3-4
DOIs
StatePublished - 2010
Externally publishedYes

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