Divergence measure and testing statistical hypothesis.

E. Pasha; A. Beitollahi; M. Khodabin

Author(s)

E. Pasha Department of Mathematics, Teacher Training University, Tehran, Islamic Republic of Iran

A. Beitollahi Department of Statistics, Islamic Azad University, Science and Research branch, Tehran, Islamic Republic of Iran

M. Khodabin Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj, Islamic Republic of Iran

Abstract

In this paper we derived the general form of Taneja`s divergence measure in the exponential family and specially multivariate normal distribution, and we applied the result in testing statistical hypothesis.

Publication Details

Page(s) 205-220

DOI DOI not available

Published Journal: Pakistan Journal of Statistics, Volume: 23, Issue: 3, Year: 2007

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