Entropy-based goodness-of-fit test for exponentiality. (English) Zbl 0919.62041
Summary: A goodness-of-fit test for exponentiality based on the entropy is proposed. This test is consistent against a very broad family of alternatives. An approximate formula for calculating critical values of the test is given. A simulation study of the test power shows that the entropy-based test seems to be a competitive tool for testing exponentiality.
MSC:
| 62G10 | Nonparametric hypothesis testing |
| 62Q05 | Statistical tables |
| 62B10 | Statistical aspects of information-theoretic topics |
References:
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