On tests of homogeneity based on minimum φ-divergence estimator with constraints

摘要

A family of tests of homogeneity of independent multinomial populations is introduced in terms of the φ_1-divergence when the parameters are estimated using the minimum φ_2-divergence estimator instead of the maximum likelihood estimator. A simulation study is presented to choose the best function φ_2 for estimation and the best function φ_1 for testing. A new test statistic is obtained, more powerful in some cases, than the existing tests for testing homogeneity in multinomial populations.