Testing Equivalence of Multinomial Distributions

@article{Ostrovski2016TestingEO,
  title={Testing Equivalence of Multinomial Distributions},
  author={Vladimir Ostrovski},
  journal={Behavioral \& Experimental Accounting eJournal},
  year={2016}
}
  • V. Ostrovski
  • Published 12 May 2016
  • Mathematics
  • Behavioral & Experimental Accounting eJournal
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. 
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We introduce new equivalence tests for approximate independence in two-way contingency tables. The critical values are calculated asymptotically. The finite sample performance of the tests is

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