A Goodness of Fit Test For Exponentiality Based on Lin-Wong Information
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Abstract:
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 exponentiality based on entropy.
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Journal title
volume 11 issue None
pages 191- 202
publication date 2012-11
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