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JSRI 2012, 8(2): 149-162 Back to browse issues page
Testing Exponentiality Based on Renyi Entropy of Transformed Data
M. Abbasnejad *
, ma_abbasnejad@yahoo.com
Abstract:   (3265 Views)

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.

Keywords: Entropy, Renyi distance, goodness of fit test, uniformity, spacing
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Type of Study: Research | Subject: General
Received: 2015/12/30 | Accepted: 2015/12/30 | Published: 2015/12/30
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Abbasnejad M. Testing Exponentiality Based on Renyi Entropy of Transformed Data. JSRI. 2012; 8 (2) :149-162
URL: http://jsri.srtc.ac.ir/article-1-73-en.html

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Volume 8, Issue 2 (3-2012) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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