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

4 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).

Publisher Copyright:
© 2018 Taylor & Francis Group, LLC.

All Science Journal Classification (ASJC) codes

Statistics and Probability

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General cumulative Kullback–Leibler information

Abstract

Bibliographical note

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