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

M. Bitaraf, M. Rezaei and F. Yousefzadeh

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 24, 12152-12164

Abstract: In this article, a new consistent estimator of Veram’s entropy is introduced. We establish the entropy test based on the new information namely Verma Kullback–Leibler discrimination methodology. The results are used to introduce goodness-of-fit tests for normal and exponential distributions. The root of mean square errors, critical values, and powers for some alternatives are obtained by simulation. The proposed test is compared with other tests.

Date: 2017
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DOI: 10.1080/03610926.2017.1291970

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