On a General Class of Chi-Squared Goodness-of-Fit Statistics

Abstract

A class of chi-squared goodness-of-fit statistics is presented as being based on the so-called divergence of one probability distribution from another. A still more general class of goodness-of-fit statistics is then presented by eliminating some of the restrictions required of divergence-based statistics. This most general class of statistics includes, as particular cases, a variety of statistics used in the published literature.