Abstract
The cumulative residual Kullback–Leibler information is defined on the semi-infinite (non negative) interval. In this paper, we extend the cumulative residual Kullback–Leibler information to the whole real line and propose a general cumulative Kullback–Leibler information. We study its application to a test for normality in comparison with some competing test statistics based on the empirical distribution function including the well-known tests applied in practice like Kolmogorov–Smirnov, Cramer–von Mises, Anderson–Darling, and other existing tests.
| Original language | English |
|---|---|
| Pages (from-to) | 1551-1560 |
| Number of pages | 10 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 47 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 2018 Apr 3 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
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Cite this
Park, S., Noughabi, H. A., & Kim, I. (2018). General cumulative Kullback–Leibler information. Communications in Statistics - Theory and Methods, 47(7), 1551-1560. https://doi.org/10.1080/03610926.2017.1321767