Goodness-of-fit tests based on Kullback-Leibler information

Senoglu B., Surucu B.

IEEE TRANSACTIONS ON RELIABILITY, vol.53, no.3, pp.357-361, 2004 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 53 Issue: 3
  • Publication Date: 2004
  • Doi Number: 10.1109/tr.2004.833319
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.357-361
  • Eskisehir Osmangazi University Affiliated: No


We evaluate the power of the sample entropy goodness-of-fit tests for s-normal, exponential, and uniform distributions. We compare them with the mainstream statistical tests, the W test based on the best linear unbiased estimator (BLUE) of the location parameter, the Z test based on the sample spacings, and the R test based on the correlation coefficient between the order statistics of the sample & the corresponding population quantiles. We show that the latter are more powerful overall. The, mainstream statistical tests, particularly the Z test, readily extend to censored samples and to multi-sample situations.