摘要：Zografos et al. (1990) introduced the φ-divergence family of statistics C φ to the goodness-of-fit test. The φ-divergence family of statistics C φ includes the power divergence family of statistics proposed by Cressie and Read (Cressie and Read (1984) and Read and Cressie (1988)) as a special case. Sekiya and Taneichi (2004) derived the multivariate Edgeworth expansion assuming a continuous distribution for the distributions of power divergence statistics under a nonlocal alternative hypothesis. In this paper, we consider an expansion for the family of general φ-divergence statistics C φ. We derive the multivariate Edgeworth expansion assuming a continuous distribution for the distribution of C φ under a nonlocal alternative hypothesis. By using the expansion, we propose a new approximation for the power of the statistic C φ. We numerically investigate the accuracy of the approximation when two types of concrete φ-divergence statistics are applied. By the numerical investigation, we show that the present approximation is a good approximation especially when alternative hypotheses are distant from the null hypothesis.
关键词：Goodness-of-fit test;multinomial distribution;multivariate Edgeworth expansion;nonlocal alternative hypothesis;φ-divergence statistic
