An Updated Review of Goodness of Fit Tests Based on Entropy

Abstract

. Di ff erent approaches to goodness of fit (GOF) testing are proposed. This survey intends to present the developments on Goodness of Fit based on entropy during the last 50 years, from the very first origins until the most recent advances for di ff erent data and models. Goodness of fit tests based on Shannon entropy was started by Vasicek in 1976 and were continued by many authors. In this paper, we describe di ff erent GOF tests constructed by authors from the beginning to now. First, the problem of GOF and di ff erent types of GOF are stated. Then, the method of GOF tests based on entropy for complete and censored data is explained and all works proposed by authors in this subject are mentioned.