A reformulation of Pearson's Chi-square statistic and some extentions

Based on the concept of a logarithmic mean in two arguments, Pearson's Chi-square statistic is reformulated. Generalizations of the logarithmic mean are discussed, which immediately lead to new families of goodness-of-fit statistics. Thus it is possible to bridge the gap between Pearson's Chi-square statistic and the log-likelihood ratio statistic in a new way.

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Year of publication:	1992
Authors:	Lorenzen, Gunter
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 4, p. 327-331
Publisher:	Elsevier
Keywords:	Goodness-of-fit test log-likelihood ratio statistic Pearson's Chi-square power-divergence statistic logarithmic mean extended mean value functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259119