Exponentiality test based on Renyi distance between equilibrium distributions

DOI10.1080/03610918.2017.1366514MaRDI QIDQ5085077zbMATH OpenOpenAlexFDO

Authors

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1366514

zbMATH Keywords

Csiszar's divergencecumulative residual entropyequilibrium distributionexponential distributiongoodness-of-fit testKullback-Leibler divergence

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Measures of information, entropy (94A17)

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Cites work

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• scientific article; zbMATH DE number 3200971 (Why is no real title available?)
• Kullback-Leibler information of the equilibrium distribution function and its application to goodness of fit test
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• On cumulative residual Kullback-Leibler information
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Cited in

(2)

• A review of tests for exponentiality with Monte Carlo comparisons
• Testing exponentiality based on relative extropy

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