:: Volume 2, Issue 2 (2-2009) ::
JSS 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:   (25099 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]   (3589 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2011/07/4 | Accepted: 2013/08/13 | Published: 2020/02/18


XML   Persian Abstract   Print



Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 2, Issue 2 (2-2009) Back to browse issues page