Testing Equivalence of Multinomial Distributions

Statistics & Probability Letters, Volume 124, May 2017, Pages 77–82.

13 Pages Posted: 30 Jan 2017 Last revised: 30 Sep 2017

Date Written: May 12, 2016

Abstract

We introduce the smooth total variation distance as a natural choice to establish equivalence. We propose asymptotic and bootstrap-based tests for which asymptotic optimality is shown. The finite sample performance is studied by simulations. Then we apply tests to real data sets.

Keywords: Equivalence, Testing, Multinomial, Bootstrap, Optimality, Benford's Law, Mendelian Inheritance, Decimal Digits of Pi

JEL Classification: C12

Suggested Citation

Ostrovski, Vladimir, Testing Equivalence of Multinomial Distributions (May 12, 2016). Statistics & Probability Letters, Volume 124, May 2017, Pages 77–82.. Available at SSRN: https://ssrn.com/abstract=2907258

Vladimir Ostrovski (Contact Author)

Talanx Asset Management ( email )

Charles-de-Gaulle-Platz 1
Cologne, DE NRW 50679
Germany

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