Title of article :
A Goodness of Fit Test For Exponentiality Based on Lin-Wong Information
Author/Authors :
Abbasnejad, M. ferdowsi university of mashhad - School of Mathematical Sciences - Department of Statistics, مشهد, ايران , Arghami, N. R. ferdowsi university of mashhad - School of Mathematical Sciences - Department of statistics, مشهد, ايران , Tavakoli, M. ferdowsi university of mashhad - School of Mathematical Sciences - Department of Statistics, مشهد, ايران
Abstract :
In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentiality based on entropy
Keywords :
Divergence measure , entropy , exponentiality test , order statistics , Vasicek’s sample entropy
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
Journal title :
Journal of the Iranian Statistical Society (JIRSS)
