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Approximations to powers of \(\phi\)-disparity goodness-of-fit tests. (English) Zbl 1008.62540
Summary: The paper studies a class of tests based on disparities between the real-valued data and theoretical models resulting either from fixed partitions of the observation space, or from the partitions by the sample quantiles of fixed orders. In both cases there are considered the goodness-of-fit tests of simple and composite hypotheses. All tests are shown to be consistent, and their power is evaluated at the nonlocal as well as local alternatives.

MSC:
62F03 Parametric hypothesis testing
62B10 Statistical aspects of information-theoretic topics
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