On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality

A Goodness of Fit Test For Exponentiality Based on Lin-Wong Information

In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentia...

A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function

Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...

On distribution-free goodness-of-fit testing of exponentiality

Local, or better, contiguous alternatives are the closest alternatives against which it is still possible to have some power. With this in mind we would like to think of goodness-of-fit tests as those which have some power against all, or a huge majority, of local alternatives. Tests of that kind are often based on nonlinear functionals, with a complicated asymptotic null distribution. Therefor...

On the Discrete Cumulative Residual Entropy

Entropy-based Goodness-of-fit Test for Positive Stable Law

A goodness-of-fit test for positive stable law is proposed. For this mean, the Kullback-Leibler distance measure, as a basic tool in entropy theory, is considered. A simulation study is performed to compare the performance of the proposed method and old ones that suggested by Shkol’nik [6]. The results reveal that the introduced approach here shows more performance, in the sense of the test sta...