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

ŞENOĞLU B., SÜRÜCÜ B.

IEEE Transactions on Reliability, vol.53, no.3, pp.357-361, 2004 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 53 Issue: 3
  • Publication Date: 2004
  • Doi Number: 10.1109/tr.2004.833319
  • Journal Name: IEEE Transactions on Reliability
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.357-361
  • Middle East Technical University Affiliated: Yes

Abstract

We evaluate the power of the sample entropy goodness-of-fit tests for s-normal, exponential, and uniform distributions. We compare them with the mainstream statistical tests, the W test based on the best linear unbiased estimator (BLUE) of the location parameter, the Z test based on the sample spacings, and the R test based on the correlation coefficient between the order statistics of the sample and the corresponding population quantiles. We show that the latter are more powerful overall. The mainstream statistical tests, particularly the Z test, readily extend to censored samples and to multi-sample situations. © 2004 IEEE.