Journal article
Tests of goodness of fit based on Phi-divergence
Abstract
In this paper, we introduce a general goodness of fit test based on Phi-divergence. Consistency of the proposed test is established. We then study some special cases of tests for normal, exponential, uniform and Laplace distributions. Through Monte Carlo simulations, the power values of the proposed tests are compared with some known competing tests under various alternatives. Finally, some numerical examples are presented to illustrate the …
Authors
Noughabi HA; Balakrishnan N
Journal
Journal of Applied Statistics, Vol. 43, No. 3, pp. 412–429
Publisher
Taylor & Francis
Publication Date
February 17, 2016
DOI
10.1080/02664763.2015.1063116
ISSN
0266-4763