The l-divergence and the l-mutual information: estimation in the stratified sampling

Abstract λ-divergence statistics are obtained by either replacing both distributions involved in the argument by their sample estimates or replacing one distribution and considering the other as given. Asymptotic properties of λ-divergence statistics are investigated in a stratified random sampling with proportional allocation and independence among strata. Test for goodness of fit, for homogeneity with a known distribution, for homogeneity of two parallel samples and for independence can be constructed on the basis of these results.