{"title":"Testing exponentiality based on Kullback-Leibler information","authors":"N. Ebrahimi, M. Habibullah, E. Soofi","doi":"10.1111/J.2517-6161.1992.TB01447.X","DOIUrl":null,"url":null,"abstract":"In this paper a test of fit for exponentiality based on the estimated Kullback-Leibler information is proposed. The procedure is applicable when the exponential parameter is or is not specified under the null hypothesis. The test uses the Vasicek entropy estimate, so to compute it a window size m must first be fixed. A procedure for choosing m for various sample sizes is proposed and corresponding critical values are computed by Monte Carlo simulations","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"1992-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"183","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1992.TB01447.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 183
Abstract
In this paper a test of fit for exponentiality based on the estimated Kullback-Leibler information is proposed. The procedure is applicable when the exponential parameter is or is not specified under the null hypothesis. The test uses the Vasicek entropy estimate, so to compute it a window size m must first be fixed. A procedure for choosing m for various sample sizes is proposed and corresponding critical values are computed by Monte Carlo simulations
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