Journal of Frame and Matrix Theory

Journal of Frame and Matrix Theory

Testing uniformity based on cumulative entropy of comparison distribution function

Document Type : Original Article

Authors
Department of Statistics, Faculty of Mathematics and Computer Sciences, Hakim Sabzevari University
Abstract
Testing for uniformity arises in some important problems in statistics. In this paper, we use cumulative entropy of comparison distribution to construct a uniformity test. The asymptotic null distribution of the test statistics is derived. The necessary critical values for small sample sizes are determined numerically. The proposed test is compared with its competitors using Monte Carlo experiments. It is observed that the introduced test has good power properties against some alternative distributions.
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Subjects


Volume 2, Issue 1
April 2025
Pages 59-69

  • Receive Date 05 December 2024
  • Revise Date 29 March 2025
  • Accept Date 03 April 2025