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:: Volume 9, Issue 1 (9-2015) ::
JSS 2015, 9(1): 43-60 Back to browse issues page
Goodness-of-fit Test Based on Shannon Entropy of k-Record Values from the Generalized
Bahareh Afhami , Mohsen Madadi * , Mohsen Rezapour
Abstract:   (10992 Views)
In this paper, first the Shannon entropy of k-record values is derived from the generalized Pareto distribution and propose goodness-of-fit tests based on this entropy. Finally, real data and a simulation study are used for analyzing the performance of this statistic.
Keywords: Generalized Pareto Distribution, Goodness-of-fit Test, K-Record Values, Shannon Entropy
Full-Text [PDF 467 kb]   (2630 Downloads)    
Type of Study: Research | Subject: Reliability
Received: 2014/05/31 | Accepted: 2014/11/10 | Published: 2014/11/10
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Afhami B, Madadi M, Rezapour M. Goodness-of-fit Test Based on Shannon Entropy of k-Record Values from the Generalized. JSS 2015; 9 (1) :43-60
URL: http://jss.irstat.ir/article-1-296-en.html
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 9, Issue 1 (9-2015) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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