SFB 303 Discussion Paper No. B - 9

Author: Müller-Brockhausen, Gerd
Title: The Kullback-Leibler Information Criterion as a Test Construction Principle
Abstract: The Kullback-Leibler (1951) information criterion (KLIC) is suggested as a construction principle for both parametric and nonparametric tests. This is demonstrated for the likelihood ratio test and the Pearson goodness of fit test. The possibilities of constructing tests in this framework can be regarded as a basis for a unified theory of tests.
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Creation-Date: April 1985
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