A maximum entropy type test of fit
نویسندگان
چکیده
In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations. Real examples are also presented and analyzed.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 55 شماره
صفحات -
تاریخ انتشار 2011