{"title":"基于Kullback-Leibler信息的指数性检验","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":"148 1","pages":"739-748"},"PeriodicalIF":0.0000,"publicationDate":"1992-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"183","resultStr":"{\"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\":\"148 1\",\"pages\":\"739-748\"},\"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}","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}
Testing exponentiality based on Kullback-Leibler information
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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