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

Hadi Alizadeh Noughabi, Sangun Park

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)


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
Issue number11
Publication statusPublished - 2016 Jul 23

Bibliographical note

Funding Information:
National Research Foundation of Korea (MOE)

Publisher Copyright:
© 2015 Taylor & Francis.

All Science Journal Classification (ASJC) codes

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


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