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

Fingerprint

Kullback-Leibler Information
Empirical Distribution Function
Real Line
Normality
Test Statistic
Non-negative
Interval

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

Park, Sangun ; Noughabi, Hadi Alizadeh ; Kim, Ilmun. / General cumulative Kullback–Leibler information. In: Communications in Statistics - Theory and Methods. 2018 ; Vol. 47, No. 7. pp. 1551-1560.
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General cumulative Kullback–Leibler information. / Park, Sangun; Noughabi, Hadi Alizadeh; Kim, Ilmun.

In: Communications in Statistics - Theory and Methods, Vol. 47, No. 7, 03.04.2018, p. 1551-1560.

Research output: Contribution to journalArticle

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