Entropy-based goodness-of-fit test for exponentiality

Communications in Statistics - Theory and Methods

Volumn 28, Issue 5, 1999, Pages 1183-1202

  Grzegorzewski, Przemyslaw ^a,b   Wieczorkowski, Robert ^a  

^a WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b SYSTEMS RESEARCH INSTITUTE   (Poland)

Author keywords

Entropy; Exponential distribution; Goodness of fit test

Indexed keywords

EID: 0012548625     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832351     Document Type: Article

References (11)

1. Arizono I., Ohta H. (1989), "A Test for Normality Based on Kullback-Leibler Information", Amer. Statist. 43, 20-22.
2. Berdnikov A.S., Compagner A., Turtia S.B. (1996), "A MathLink Program for High-Quality Random Numbers", The Mathematica Journal 6(3), 65-69.
3. Correa J.C. (1995), "A New Estimator of Entropy", Commun. Statist.-Theory Meth. 24, 24-39-2449.
4. Dudewicz E.J., van der Meulen E.C., SriRam M.G., Teoh N.K.W. (1995), "Entropy-Based Random Number Evaluation", Amer. J. Math. Management Sci. 15, 115-153.
5. Durbin J. (1975), "Kolmogorov-Smirnov Tests when Parameters are Estimated with Application to Tests of Exponentiality and Test on Spacing", Biometrika 62 , 5-12.
6. Finkelstein J., Schafer R.E. (1971), "Imported Goodness of Fit Tests", Biometrika 58, 641-645.
7. Harris C.M. (1976), "A Note on Testing for Exponentiality", Nav. Res. Logist. Q. 28, 169-176.
8. Kullback S. (1959), Information Theory and Statistics, Wiley, New York.
9. Shannon C.E. (1948), "A Mathematical Theory of Communication", Bell. System Tech. J. 27, 379-423, 623-656.
10. Van Es B. (1992), "Estimating Functionals Related to a Density by a Class of Statistics Based on Spacings", Scandinavian Journal of Statistics 19, 61-72.
11. Vasicek O. (1976), "A Test for Normality Based on Sample Entropy", J. Roy. Statist. Soc. Ser. B, 38, 54-59.