On testing uniformity using an information-theoretic measure

As a measure of certainty, informational energy has been used in many statistical problems. In this article, we introduce some estimators of this quantity by modifying the basic estimator available in the literature. The new measures are then used to develop tests of uniformity. A Monte Carlo simula...

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2017-09, Vol.46 (8), p.6173-6196
Main Author: Mahdizadeh, M.
Format: Article
Language:English
Subjects:
Computer simulation
Energy measurement
Information theory
Monte Carlo simulation
Spacings
Test of fit
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Online Access:Get full text
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Summary:As a measure of certainty, informational energy has been used in many statistical problems. In this article, we introduce some estimators of this quantity by modifying the basic estimator available in the literature. The new measures are then used to develop tests of uniformity. A Monte Carlo simulation study is performed to evaluate power behavior of the proposed tests. The results confirm the preference of the new tests in some situations.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2016.1197249