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2012•Journal of Statistical Computation and SimulationRequires access

General treatment of goodness-of-fit tests based on Kullback–Leibler information

Hadi Alızadeh Noughabi, Naser Reza Arghami

Open publisher page 35 citations

Abstract

This paper introduces a general goodness-of-fit test based on the estimated Kullback–Leibler information. The test uses the Vasicek entropy estimate. Two special cases of the test for location–scale and shape families are discussed. The results are used to introduce goodness-of-fit tests for the uniform, Laplace, Weibull and beta distributions. The critical values and powers for some alternatives are obtained by simulation.

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What this paper is about

This paper introduces a general goodness-of-fit test based on the estimated Kullback–Leibler information. The test uses the Vasicek entropy estimate. Two special cases of the test for location–scale and shape families are discussed. The results are used to introduce goodness-of-fit tests for the uniform, Laplace, Weibull and beta distributions. The critical values and powers for some alternatives are obtained by simulation.

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OpenAlex reports 35 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

This paper introduces a general goodness-of-fit test based on the estimated Kullback–Leibler information. The test uses the Vasicek entropy estimate. Two special cases of the test for location–scale and shape families are discussed. The results are used to introduce goodness-of-fit tests for the uniform, Laplace, Weibull and beta distributions. The critical values and powers for some alternatives are obtained by simulation.

Key concepts: Goodness of fit, Mathematics, Kullback–Leibler divergence, Vasicek model, Weibull distribution, Statistics, Entropy (arrow of time), Quantum mechanics

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