General cumulative Kullback–Leibler information

Sangun Park; Hadi Alizadeh Noughabi; Ilmun Kim

doi:10.1080/03610926.2017.1321767

General cumulative Kullback–Leibler information

Sangun Park, Hadi Alizadeh Noughabi, Ilmun Kim

Department of Applied Statistics

Research output: Contribution to journal › Article › peer-review

3 Citations (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 language	English
Pages (from-to)	1551-1560
Number of pages	10
Journal	Communications in Statistics - Theory and Methods
Volume	47
Issue number	7
DOIs	https://doi.org/10.1080/03610926.2017.1321767
Publication status	Published - 2018 Apr 3

Bibliographical note

Funding Information:
This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) grant funded by the Korea government (MOE) (No. 2015R1D1A1A01056578).

All Science Journal Classification (ASJC) codes

Statistics and Probability

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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.",

author = "Sangun Park and Noughabi, {Hadi Alizadeh} and Ilmun Kim",

note = "Funding Information: This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) grant funded by the Korea government (MOE) (No. 2015R1D1A1A01056578).",

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AU - Noughabi, Hadi Alizadeh

AU - Kim, Ilmun

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