Communications in Statistics Part B: Simulation and Computation, ( ISI ), Year (2017-8)

Title : ( Exponentiality test based on Renyi distance between equilibrium distributions )

Authors: mehran sadeghpoor , Simindokht Baratpour Bajgiran , Arezou Habibirad ,

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Abstract

On the basis of Csiszar's ϕ-divergence discrimination information, we propose a measure of discrepancy between equilibriums associated with two distributions. Proving that a distribution can be characterized by associated equilibrium distribution, a Renyi distance of the equilibrium distributions is constructed that made us to propose an EDF-based goodness of t test for exponential distribution. For comparing the performance of the proposed test, some well-known EDF-based tests and some entropy-based tests are considered. Based on the simulation results, the proposed test has better powers than those of competing entropy-based tests for the alternatives with decreasing hazard rate function. The use of the proposed test is evaluted in an illustrative example.

Keywords

, Cumulative residual entropy; Equilibrium distribution; Kullback, Leibler divergence; Csiszar's divergence; Exponential distribution; Goodness of t test.
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@article{paperid:1064868,
author = {Sadeghpoor, Mehran and Baratpour Bajgiran, Simindokht and Habibirad, Arezou},
title = {Exponentiality test based on Renyi distance between equilibrium distributions},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2017},
month = {August},
issn = {0361-0918},
keywords = {Cumulative residual entropy; Equilibrium distribution; Kullback-Leibler divergence; Csiszar's divergence; Exponential distribution; Goodness of t test.},
}

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%0 Journal Article
%T Exponentiality test based on Renyi distance between equilibrium distributions
%A Sadeghpoor, Mehran
%A Baratpour Bajgiran, Simindokht
%A Habibirad, Arezou
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2017

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