Authors

• M. Abbasnejad
• N. R. Arghami
• M. Tavakoli

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

• Divergence measure
• Entropy
• exponentiality test
• Order statistics
• Vasicek’s sample entropy