GOODNESS-OF-FIT TEST BASED ON THE J-DIVERGENCE FOR THE MULTINOMIAL DISTIBUTION

Abstract

This paper proposes test statistics for goodness-of-fit of the multinomial distribution based on the J-divergence. It derives the asymptotic distribution of the statistics under a simple null hypothesis H^s₀ and its local alternatives H^s_{1, n}. It also derives the asymptotic distribution of the statistics under a composite null hypothesis H^c₀ and its local alternatives H^c_{1, n}.