Simulated Distribution of the Kullback-Leibler Information Measure: Communications in Statistics

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Abstract

This paper provides the percentiles obtained by simulation of an informational test statistic. It gives evidence that the widely used chi-square approximation to this test statistic is not suitable.

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Simulated Distribution of the Kullback-Leibler Information Measure

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Simulated Distribution of the Kullback-Leibler Information Measure

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