Goodness-of-fit tests based on Kullback-Leibler information

ŞENOĞLU B., Surucu B.

IEEE TRANSACTIONS ON RELIABILITY, cilt.53, sa.3, ss.357-361, 2004 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 53 Sayı: 3
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1109/tr.2004.833319
  • Dergi Adı: IEEE TRANSACTIONS ON RELIABILITY
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.357-361
  • Anahtar Kelimeler: BLUE, correlation, distribution, entropy, exponential, kurtosis, normal, skewness, spacings, uniform, ENTROPY-BASED TESTS, SUSPECTED OUTLIERS, COMPLETE SAMPLES, EMPIRICAL POWER, VARIANCE TEST, EXPONENTIALITY, NORMALITY, DISTRIBUTIONS, STATISTICS, PLOT
  • Ankara Üniversitesi Adresli: Hayır

Özet

We evaluate the power of the sample entropy goodness-of-fit tests for s-normal, exponential, and uniform distributions. We compare them with the mainstream statistical tests, the W test based on the best linear unbiased estimator (BLUE) of the location parameter, the Z test based on the sample spacings, and the R test based on the correlation coefficient between the order statistics of the sample & the corresponding population quantiles. We show that the latter are more powerful overall. The, mainstream statistical tests, particularly the Z test, readily extend to censored samples and to multi-sample situations.