RT - Journal Article T1 - Testing Exponentiality Based on Renyi Entropy of Transformed Data JF - srtc-jsri YR - 2012 JO - srtc-jsri VO - 8 IS - 2 UR - http://jsri.srtc.ac.ir/article-1-73-en.html SP - 149 EP - 162 K1 - Entropy K1 - Renyi distance K1 - goodness of fit test K1 - uniformity K1 - spacing AB - In this paper, we introduce new tests for exponentiality based on estimators of Renyi entropy of a continuous random variable. We first consider two transformations of the observations which turn the test of exponentiality into one of uniformity and use a corresponding test based on Renyi entropy. Critical values of the test statistics are computed by Monte Carlo simulations. Then, we compare powers of the tests for various alternatives and sample sizes with exponentiality tests based on Kullback-Leibler information proposed by Ebrahimi {et al.} (1992) and Choi {et al.} (2004). Our simulation results show that the proposed tests have higher powers than the competitor tests. LA eng UL http://jsri.srtc.ac.ir/article-1-73-en.html M3 10.18869/acadpub.jsri.8.2.149 ER -