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

ŞENOĞLU B., SÜRÜCÜ B.

IEEE Transactions on Reliability, cilt.53, sa.3, ss.357-361, 2004 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 53 Sayı: 3
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1109/tr.2004.833319
  • Dergi Adı: IEEE Transactions on Reliability
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.357-361
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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.