Title : ( Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators )
Authors: Hadi Alizadeh Noughabi , Nasser Reza Arghami ,
Full TextAbstract
In this article, we consider the entropy estimator introduced by Alizadeh Noughabi and Arghami (2010) and derive the nonparametric distribution function corresponding to our estimator as a piece-wise uniform distribution. We use the results to introduce goodness-of-fit tests for the normal and the exponential distributions. The critical values and powers for some alternatives are obtained by simulation. The powers of the proposed tests under various alternatives are compared with the competitors.
Keywords
, Information theory; Kullback, Leibler information; Goodness, of, fit tests; Normal; Exponential.
@article{paperid:1031773,
author = {Alizadeh Noughabi, Hadi and Arghami, Nasser Reza},
title = {Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2012},
volume = {42},
number = {3},
month = {January},
issn = {0361-0918},
pages = {499--513},
numpages = {14},
keywords = {Information theory; Kullback-Leibler information; Goodness-of-fit tests; Normal; Exponential.},
}
%0 Journal Article
%T Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators
%A Alizadeh Noughabi, Hadi
%A Arghami, Nasser Reza
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2012
