General cumulative Kullback–Leibler information

Sangun Park, Hadi Alizadeh Noughabi, Ilmun Kim

Research output: Contribution to journalArticle

1 Citation (Scopus)

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 languageEnglish
Pages (from-to)1551-1560
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume47
Issue number7
DOIs
Publication statusPublished - 2018 Apr 3

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Fingerprint Dive into the research topics of 'General cumulative Kullback–Leibler information'. Together they form a unique fingerprint.

  • Cite this