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Extropy estimators with applications in testing uniformity |
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| Authors: | Guoxin Qiu Kai Jia |
| Institution: | 1. Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, People's Republic of China;2. Department of Business Administration, School of Business, Xinhua University of Anhui, Hefei, People's Republic of China;3. Department of Mathematics, School of Science Course, Army Artillery and Antiaircraft College of PLA, Hefei, People's Republic of China |
| Abstract: | Two estimators for estimating the extropy of an absolutely continuous random variable with known support were introduced by using spacing. It is shown that the proposed estimators are consistent and their mean square errors are shift invariant. Their behaviours were also studied by means of real data and Monte Carlo simulation. The winner estimator of extropy in the Monte Carlo experiment was used to develop goodness-of-fit test for standard uniform distribution. It is shown that the extropy-based test that we proposed performs well by comparing its powers with that of other tests for uniformity. |
| Keywords: | Extropy estimator goodness-of-fit test order statistics inverse Gaussian uniformity |