Goodness-of-fit tests based on Verma Kullback-Leibler information

被引：1

作者：

Bitaraf, M. ^{[1
]}

Rezaei, M. ^{[2
]}

Yousefzadeh, F. ^{[2
]}

机构：

[1] Islamic Azad Univ, Maybod Branch, Dept Engn, Maybod, Iran

[2] Univ Birjand, Sch Math Sci & Stat, Dept Stat, Birjand, Iran

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 24期

关键词：

Entropy estimator; Goodness-of-fit tests; Verma entropy; Verma Kullback-Leibler information;

D O I：

10.1080/03610926.2017.1291970

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, a new consistent estimator of Veram's entropy is introduced. We establish the entropy test based on the new information namely Verma Kullback-Leibler discrimination methodology. The results are used to introduce goodness-of-fit tests for normal and exponential distributions. The root of mean square errors, critical values, and powers for some alternatives are obtained by simulation. The proposed test is compared with other tests.

引用

页码：12152 / 12164

页数：13

共 50 条

[1] Goodness-of-fit tests based on Kullback-Leibler information
Senoglu, B
Sürücü, B
[J]. IEEE TRANSACTIONS ON RELIABILITY, 2004, 53 (03) : 357 - 361
[2] Goodness-of-fit tests based on Kullback-Leibler discrimination information
Song, KS
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2002, 48 (05) : 1103 - 1117
[3] GOODNESS-OF-FIT TESTS USING KULLBACK-LEIBLER INFORMATION
SWARTZ, T
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1992, 21 (03) : 711 - 729
[4] General treatment of goodness-of-fit tests based on Kullback-Leibler information
Noughabi, Hadi Alizadeh
Arghami, Naser Reza
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2013, 83 (08) : 1556 - 1569
[5] Goodness-of-fit test for exponentiality based on Kullback-Leibler information
Choi, B
Kim, K
Song, SH
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2004, 33 (02) : 525 - 536
[6] A Goodness-of-Fit Test for the Gumbel Distribution Based on Kullback-Leibler Information
Perez-Rodriguez, Paulino
Vaquera-Huerta, Humberto
Villasenor-Alva, Jose A.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2009, 38 (06) : 842 - 855
[7] Goodness-of-fit test for the Birnbaum-Saunders distribution based on the Kullback-Leibler information
Mendonca, Ednario
Barros, Michelli
Campos, Joelson
[J]. CHILEAN JOURNAL OF STATISTICS, 2019, 10 (01): : 41 - 53
[8] A new estimator of Kullback-Leibler information based on a local linear regression and its application in goodness-of-fit tests
Noughabi, Hadi Alizadeh
Noughabi, Mohammad Shafaei
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (16) : 2828 - 2842
[9] A new estimator of Kullback-Leibler information and its application in goodness of fit tests*
Noughabi, Hadi Alizadeh
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2019, 89 (10) : 1914 - 1934
[10] On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy
Contreras-Cristan, A.
Gutierrez-Pena, E.
Walker, S. G.
[J]. STATISTICS & PROBABILITY LETTERS, 2017, 120 : 118 - 125

← 1 2 3 4 5 →