Statistical Inference Based on Divergence Measures
Leandro Pardo
Nov 2018 · CRC Press
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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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