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On testing uniformity using an information-theoretic measure
Authors:M. Mahdizadeh
Affiliation:Department of Statistics, Hakim Sabzevari University, Sabzevar, Iran
Abstract:As a measure of certainty, informational energy has been used in many statistical problems. In this article, we introduce some estimators of this quantity by modifying the basic estimator available in the literature. The new measures are then used to develop tests of uniformity. A Monte Carlo simulation study is performed to evaluate power behavior of the proposed tests. The results confirm the preference of the new tests in some situations.
Keywords:Information theory  Spacings  Test of fit
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