A GOODNESS OF FIT TEST FOR EXPONENTIALITY BASED ON ESTIMATED RENYI INFORMATION

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ABBASNEZHAD MALIHEH; SHAKOURI MARZIEH

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2009 | Volume:2 | Issue:2 Page(s): 201-211

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Information Journal Paper

Title

A GOODNESS OF FIT TEST FOR EXPONENTIALITY BASED ON ESTIMATED RENYI INFORMATION

Author(s)

ABBASNEZHAD MALIHEH | SHAKOURI MARZIEH | Issue Writer Certificate

Keywords

ENTROPYQ3

KULLBACK-LEIBLER INFORMATIONQ4

RENYI INFORMATIONQ4

EXPONENTIALITY TESTQ4

Abstract

In this paper, we establish a goodness of fit test for exponentiality based on the estimated RENYI INFORMATION. We use an estimator for Renyi distance in manner of Correa ENTROPY estimate. Critical values of the test are computed by Monte Carlo simulation. Also we compute the power of the test under different alternatives and show that it compares favorably with the leading competitor.

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APA: Copy

ABBASNEZHAD, MALIHEH, & SHAKOURI, MARZIEH. (2009). A GOODNESS OF FIT TEST FOR EXPONENTIALITY BASED ON ESTIMATED RENYI INFORMATION. JOURNAL OF STATISTICAL SCIENCES, 2(2), 201-211. SID. https://sid.ir/paper/124160/en

Vancouver: Copy

ABBASNEZHAD MALIHEH, SHAKOURI MARZIEH. A GOODNESS OF FIT TEST FOR EXPONENTIALITY BASED ON ESTIMATED RENYI INFORMATION. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2009;2(2):201-211. Available from: https://sid.ir/paper/124160/en

IEEE: Copy

MALIHEH ABBASNEZHAD, and MARZIEH SHAKOURI, “A GOODNESS OF FIT TEST FOR EXPONENTIALITY BASED ON ESTIMATED RENYI INFORMATION,” JOURNAL OF STATISTICAL SCIENCES, vol. 2, no. 2, pp. 201–211, 2009, [Online]. Available: https://sid.ir/paper/124160/en

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