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:: Volume 2, Issue 2 (3-2009) ::
J. of Stat. Sci. 2009, 2(2): 201-211 Back to browse issues page
Comparison of Different Entropy Estimators and Power of Exponentiality Tests Based on Entropy Estimators
Maliheh Abbasnejad , Marzeiyeh Shakouri
Abstract:   (15044 Views)
In this paper, we establish a goodness of fit test for exponentiality based on the estimated Renyi information. We use an estimator for Renyi distance in manner of Correa entropy estimate. Critical values of the test are computed by Monte Carlo simulation. Also we compute the power of the test under different alternatives and show that it compares favorably with the leading competitor.
Keywords: Entropy, Kullback-Leibler Information, Renyi Information, Exponentiality Test.
Full-Text [PDF 396 kb]   (2155 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2011/07/4 | Accepted: 2013/08/13
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Abbasnejad M, Shakouri M. Comparison of Different Entropy Estimators and Power of Exponentiality Tests Based on Entropy Estimators. J. of Stat. Sci.. 2009; 2 (2) :201-211
URL: http://jss.irstat.ir/article-1-22-en.html


Volume 2, Issue 2 (3-2009) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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