Testing goodness-of-t via rate distortion
Peter Harremoes
In: Information Theory Workshop, Volos, 2009, 10-12/6 2009, Volos, Greece.

Abstract

A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergende from the compressed empirical distribuion ti the compressed null hypotheses as statistic. Only very special cases have been stydied in more detail, but they indicate that the apprroach can be used under very general conditions.

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