Goodness-of-Fit Tests Based on Correcting Moments of Entropy Estimators |
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Authors: | Hadi Alizadeh noughabi Naser Reza Arghami |
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Institution: | Department of Statistics , Ferdowsi University of Mashhad , Mashhad , Iran |
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Abstract: | In this article, we consider the entropy estimator introduced by Alizadeh Noughabi and Arghami (2010) and derive the nonparametric distribution function corresponding to our estimator as a piece-wise uniform distribution. We use the results to introduce goodness-of-fit tests for the normal and the exponential distributions. The critical values and powers for some alternatives are obtained by simulation. The powers of the proposed tests under various alternatives are compared with the competitors. |
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Keywords: | Information theory Kullback-Leibler information Goodness-of-fit tests Normal Exponential |
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