TESTS FOR AND AGAINST UNIFORM STOCHASTIC ORDERING ON MULTINOMIAL PARAMETERS BASED ON Ф-DIVERGENCES

摘要

Measures of phi-divergences are widely used as statistical tools for inferences about multinomial parameters and more general than the famous Cressie and Read's power divergence. In this article, tests based on measures of phidivergence are considered for and against uniform stochastic ordering on multinomial parameters. The asymptotic distributions of the test statistics are shown to be of the chi-bar-squared type. An example is used to illustrate the method developed.