Title : ( Exponentiality test based on Renyi distance between equilibrium distributions )
Authors: mehran sadeghpoor , Simindokht Baratpour Bajgiran , Arezou Habibirad ,Access to full-text not allowed by authors
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.@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.},
}
%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