On entropy-based goodness-of-fit tests
type: Item
instance of: scholarly article
title: On entropy-based goodness-of-fit tests
zbMATH Open document ID: 0567.62036
DOI: 10.1016/0167-9473(83)90087-7
author: D. V. Gokhale
published in: Computational Statistics and Data Analysis
publication date: 1983-01-01T00:00:00Z
review text: A general form of a goodness-of-fit statistic for families of maximum entropy distributions is obtained. Particular cases of such families are normal, exponential, double-exponential, gamma and beta distributions. The proposed test is shown to be consistent against an appropriate class of alternatives. Simulation and Monte Carlo results are given for exponential and double exponential distributions. The proposed test compares favorably with other goodness-of-fit tests. This paper generalizes the work of \textit{O. Vasicek} [J. R. Stat. Soc., Ser. B 38, 54-59 (1976; Zbl 0331.62031)] regarding entropy-based tests of normality and further work by \textit{E. J. Dudewicz} and \textit{E. C. van der Meulen} [Entropy based statistical inference. I. Mededelingen uit het Wiskundig Institut, Kath. Univ. Leuven, Belg., No.120 (1979)].
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 3905655
zbMATH Keywords: order statistics
zbMATH Keywords: consistency
zbMATH Keywords: goodness-of-fit statistic
zbMATH Keywords: maximum entropy distributions
zbMATH Keywords: normal
zbMATH Keywords: exponential
zbMATH Keywords: double-exponential
zbMATH Keywords: gamma
zbMATH Keywords: beta distributions
MaRDI profile type: Publication
full work available at URL: 0167-9473(83)90087-7
OpenAlex ID: W2085272105
cites work: Entropy-Based Tests of Uniformity
cites work: A Scale-Free Goddness-of-Fit Test for the Exponential Distribution Based on the Lorenz Curve
cites work: Q5615180
cites work: Q4096256
description: scientific article; zbMATH DE number 3905655