Title : ( Monte Carlo comparison of five exponentiality tests using different entropy estimates )
Authors: Nasser Reza Arghami , Hadi Alizadeh Noughabi ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
The paper studies five entropy tests of exponentiality using five statistics based on different entropy estimates. Critical values for various sample sizes determined by means of Monte Carlo simulations are presented for each of the test statistics. By simulation, we compare the power of these five tests for various alternatives and sample sizes.
Keywords
entropy; tests of exponentiality; Monte Carlo methods; test power
@article{paperid:1024531,
author = {Arghami, Nasser Reza and Alizadeh Noughabi, Hadi},
title = {Monte Carlo comparison of five exponentiality tests using different entropy estimates},
journal = {Journal of Statistical Computation and Simulation},
year = {2011},
volume = {81},
number = {11},
month = {November},
issn = {0094-9655},
pages = {1579--1592},
numpages = {13},
keywords = {entropy; tests of exponentiality; Monte Carlo methods; test power},
}
%0 Journal Article
%T Monte Carlo comparison of five exponentiality tests using different entropy estimates
%A Arghami, Nasser Reza
%A Alizadeh Noughabi, Hadi
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2011
