Testing Equivalence of Multinomial Distributions
Statistics & Probability Letters, Volume 124, May 2017, Pages 77–82.
10 Pages Posted: 10 Sep 2021
Date Written: May 12, 2016
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. The tests are implemented in VB.net and available on GitHub, see SourceCode (2018).
Keywords: Equivalence, Testing, Multinomial, Bootstrap, Optimality, Benford's Law, Mendelian Inheritance, Decimal Digits of Pi
JEL Classification: C12
Suggested Citation: Suggested Citation