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Bootstrap estimation of the distribution of Matusita distance in the mixed case

Author

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  • Alba-Fernández, V.
  • Muñoz-García, J.
  • Jiménez-Gamero, M.D.

Abstract

In this paper we show that the bootstrap approximates consistently the distribution of the sample Matusita distance between two conditional Gaussian distributions, under the null hypothesis of homogeneity. We also study by simulation the finite sample performance of the bootstrap distribution and compare it with the asymptotic approximation.

Suggested Citation

  • Alba-Fernández, V. & Muñoz-García, J. & Jiménez-Gamero, M.D., 2005. "Bootstrap estimation of the distribution of Matusita distance in the mixed case," Statistics & Probability Letters, Elsevier, vol. 73(3), pages 277-285, July.
    • Handle: RePEc:eee:stapro:v:73:y:2005:i:3:p:277-285
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    Cited by:

    1. Alba-Fernández, V. & Jiménez-Gamero, M.D., 2009. "Bootstrapping divergence statistics for testing homogeneity in multinomial populations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(12), pages 3375-3384.

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