NORMALITY AND EXPONENTIALITY TESTS BASED ON NEW ENTROPY ESTIMATORS

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ZAMANZADEH E.; ARGHAMI N.R.

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2009 | Volume:2 | Issue:2 Page(s): 179-200

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Title

NORMALITY AND EXPONENTIALITY TESTS BASED ON NEW ENTROPY ESTIMATORS

Author(s)

ZAMANZADEH E. | ARGHAMI N.R. | Issue Writer Certificate

Keywords

ENTROPYQ3

ESTIMATION OF ENTROPYQ4

GOODNESS OF FIT TESTQ2

KULLBACK-LIEBLER INFORMATIONQ4

Abstract

In this paper, we first introduce two new ENTROPY estimators. These estimators are obtained by correcting Corea (1995)'s estimator in the extreme points and also assigning different weights to the end points. We then make a comparison among our proposed new ENTROPY estimators and the ENTROPY estimators proposed by Vasicek (1976), Ebrahimi, et al. (1994) and Corea (1995). We also introduce GOODNESS OF FIT TESTs for exponentiality and normality based on our proposed ENTROPY estimators. Results of a simulation study show that the proposed estimators and GOODNESS OF FIT TESTs have good performances in comparison with the leading competitors.

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APA: Copy

ZAMANZADEH, E., & ARGHAMI, N.R.. (2009). NORMALITY AND EXPONENTIALITY TESTS BASED ON NEW ENTROPY ESTIMATORS. JOURNAL OF STATISTICAL SCIENCES, 2(2), 179-200. SID. https://sid.ir/paper/124162/en

Vancouver: Copy

ZAMANZADEH E., ARGHAMI N.R.. NORMALITY AND EXPONENTIALITY TESTS BASED ON NEW ENTROPY ESTIMATORS. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2009;2(2):179-200. Available from: https://sid.ir/paper/124162/en

IEEE: Copy

E. ZAMANZADEH, and N.R. ARGHAMI, “NORMALITY AND EXPONENTIALITY TESTS BASED ON NEW ENTROPY ESTIMATORS,” JOURNAL OF STATISTICAL SCIENCES, vol. 2, no. 2, pp. 179–200, 2009, [Online]. Available: https://sid.ir/paper/124162/en

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