Tests of fit for the Laplace distribution based on correcting moments of entropy estimators

Hadi Alizadeh Noughabi, Sangun Park

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

In this paper, we first consider the entropy estimators introduced by Vasicek [A test for normality based on sample entropy. J R Statist Soc, Ser B. 1976;38:54–59], Ebrahimi et al. [Two measures of sample entropy. Stat Probab Lett. 1994;20:225–234], Yousefzadeh and Arghami [Testing exponentiality based on type II censored data and a new cdf estimator. Commun Stat – Simul Comput. 2008;37:1479–1499], Alizadeh Noughabi and Arghami [A new estimator of entropy. J Iran Statist Soc. 2010;9:53–64], and Zamanzade and Arghami [Goodness-of-fit test based on correcting moments of modified entropy estimator. J Statist Comput Simul. 2011;81:2077–2093], and the nonparametric distribution functions corresponding to them. We next introduce goodness-of-fit test statistics for the Laplace distribution based on the moments of nonparametric distribution functions of the aforementioned estimators. We obtain power estimates of the proposed test statistics with Monte Carlo simulation and compare them with the competing test statistics against various alternatives. Performance of the proposed new test statistics is illustrated in real cases.

Original languageEnglish
Pages (from-to)2165-2181
Number of pages17
JournalJournal of Statistical Computation and Simulation
Volume86
Issue number11
DOIs
Publication statusPublished - 2016 Jul 23

Fingerprint

Laplace Distribution
Entropy
Test Statistic
Moment
Estimator
Statistics
Goodness of Fit Test
Distribution functions
Distribution Function
Censored Data
Normality
Monte Carlo Simulation
Laplace distribution
Testing
Test statistic
Alternatives
Estimate

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Cite this

@article{0516fef6d28c43c9a68e9c39de55258b,
title = "Tests of fit for the Laplace distribution based on correcting moments of entropy estimators",
abstract = "In this paper, we first consider the entropy estimators introduced by Vasicek [A test for normality based on sample entropy. J R Statist Soc, Ser B. 1976;38:54–59], Ebrahimi et al. [Two measures of sample entropy. Stat Probab Lett. 1994;20:225–234], Yousefzadeh and Arghami [Testing exponentiality based on type II censored data and a new cdf estimator. Commun Stat – Simul Comput. 2008;37:1479–1499], Alizadeh Noughabi and Arghami [A new estimator of entropy. J Iran Statist Soc. 2010;9:53–64], and Zamanzade and Arghami [Goodness-of-fit test based on correcting moments of modified entropy estimator. J Statist Comput Simul. 2011;81:2077–2093], and the nonparametric distribution functions corresponding to them. We next introduce goodness-of-fit test statistics for the Laplace distribution based on the moments of nonparametric distribution functions of the aforementioned estimators. We obtain power estimates of the proposed test statistics with Monte Carlo simulation and compare them with the competing test statistics against various alternatives. Performance of the proposed new test statistics is illustrated in real cases.",
author = "{Alizadeh Noughabi}, Hadi and Sangun Park",
year = "2016",
month = "7",
day = "23",
doi = "10.1080/00949655.2015.1104685",
language = "English",
volume = "86",
pages = "2165--2181",
journal = "Journal of Statistical Computation and Simulation",
issn = "0094-9655",
publisher = "Taylor and Francis Ltd.",
number = "11",

}

Tests of fit for the Laplace distribution based on correcting moments of entropy estimators. / Alizadeh Noughabi, Hadi; Park, Sangun.

In: Journal of Statistical Computation and Simulation, Vol. 86, No. 11, 23.07.2016, p. 2165-2181.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Tests of fit for the Laplace distribution based on correcting moments of entropy estimators

AU - Alizadeh Noughabi, Hadi

AU - Park, Sangun

PY - 2016/7/23

Y1 - 2016/7/23

N2 - In this paper, we first consider the entropy estimators introduced by Vasicek [A test for normality based on sample entropy. J R Statist Soc, Ser B. 1976;38:54–59], Ebrahimi et al. [Two measures of sample entropy. Stat Probab Lett. 1994;20:225–234], Yousefzadeh and Arghami [Testing exponentiality based on type II censored data and a new cdf estimator. Commun Stat – Simul Comput. 2008;37:1479–1499], Alizadeh Noughabi and Arghami [A new estimator of entropy. J Iran Statist Soc. 2010;9:53–64], and Zamanzade and Arghami [Goodness-of-fit test based on correcting moments of modified entropy estimator. J Statist Comput Simul. 2011;81:2077–2093], and the nonparametric distribution functions corresponding to them. We next introduce goodness-of-fit test statistics for the Laplace distribution based on the moments of nonparametric distribution functions of the aforementioned estimators. We obtain power estimates of the proposed test statistics with Monte Carlo simulation and compare them with the competing test statistics against various alternatives. Performance of the proposed new test statistics is illustrated in real cases.

AB - In this paper, we first consider the entropy estimators introduced by Vasicek [A test for normality based on sample entropy. J R Statist Soc, Ser B. 1976;38:54–59], Ebrahimi et al. [Two measures of sample entropy. Stat Probab Lett. 1994;20:225–234], Yousefzadeh and Arghami [Testing exponentiality based on type II censored data and a new cdf estimator. Commun Stat – Simul Comput. 2008;37:1479–1499], Alizadeh Noughabi and Arghami [A new estimator of entropy. J Iran Statist Soc. 2010;9:53–64], and Zamanzade and Arghami [Goodness-of-fit test based on correcting moments of modified entropy estimator. J Statist Comput Simul. 2011;81:2077–2093], and the nonparametric distribution functions corresponding to them. We next introduce goodness-of-fit test statistics for the Laplace distribution based on the moments of nonparametric distribution functions of the aforementioned estimators. We obtain power estimates of the proposed test statistics with Monte Carlo simulation and compare them with the competing test statistics against various alternatives. Performance of the proposed new test statistics is illustrated in real cases.

UR - http://www.scopus.com/inward/record.url?scp=84945276869&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84945276869&partnerID=8YFLogxK

U2 - 10.1080/00949655.2015.1104685

DO - 10.1080/00949655.2015.1104685

M3 - Article

AN - SCOPUS:84945276869

VL - 86

SP - 2165

EP - 2181

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

SN - 0094-9655

IS - 11

ER -