Statistical Inference Based on Divergence Measures

Statistical Inference Based on Divergence Measures

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Author(s): Leandro Pardo

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this p

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EAN: 9781420034813