A Goodness of Fit Test For Exponentiality Based on Lin-Wong Information

Authors
Abstract
In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentiality based on entropy.
Keywords

Volume 11, Issue 2
November 2012
Pages 191-202

  • Receive Date 23 July 2022