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The aim of this paper is to propose procedures that test statistical hypotheses locally, that is, assess the validity of a model in a specific domain of the data. In this context, the one and two sample problems will be discussed. The proposed tests are based on local divergences which are defined in such a way as to quantify the divergence between probability distributions locally, in a specific...
A broad class of local divergences between two probability measures or between the respective probability distributions is proposed in this paper. The introduced local divergences are based on the classic Csiszár $$\phi $$ ϕ -divergence and they provide with a pseudo-distance between two distributions on a specific area of their common domain. The range of values of the introduced class of...
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