Abstract

When using a test which is reliant on asymptotic results to obtain the critical regions, the first question to answer is how the test performs in finite samples. This paper provides answers to this question in relation with the R ø -divergence family of goodness-of-fit tests ( Pardo, 1997). The asymptotic χ 2 and three alternative approximations to the true distribution function of this family are compared in small samples.

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