MODIFIED ESTIMATORS OF RENYI ENTROPY WITH APPLICATION IN TESTING EXPONENTIALITY BASED ON TRANSFORMED DATA

Maliheh ABBASNEJAD.

Makale detayları

MODIFIED ESTIMATORS OF RENYI ENTROPY WITH APPLICATION IN TESTING EXPONENTIALITY BASED ON TRANSFORMED DATA

Yazarlar:

Maliheh ABBASNEJAD.

Yayıncı:

Başbakanlık

Dergi:

Istatistik Journal of The Turkish Statistical Association 2016 Vol.9 Issue 2, pp.42-55

Belge Tipi:

Makale

Yayın Tarihi:

5/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000709948

Sıklık:

İki Yıllık

pISSN:

1300-4077

Özet:

 

This paper deals with the estimation problem of Renyi entropy of a continuous random variable.Three estimators are obtained by correcting the coefficients of the Vasicek-type estimator of Renyi entropy.We perform a simulation study to compare these estimators with the Vasicek-type estimator. The resultsshow that our estimators are better than the existing one in terms of bias and root mean squared error.We also introduce goodness of fit tests for testing exponentiality based on the estimated Renyi entropy oftransformed data. By Monte Carlo simulation, the powers of the proposed tests under various alternativesare compared with the famous existing tests.

Makale detayları

MODIFIED ESTIMATORS OF RENYI ENTROPY WITH APPLICATION IN TESTING EXPONENTIALITY BASED ON TRANSFORMED DATA

Yazarlar: Maliheh ABBASNEJAD.

Yayıncı: Başbakanlık

Dergi: Istatistik Journal of The Turkish Statistical Association 2016 Vol.9 Issue 2, pp.42-55

Belge Tipi: Makale

Yayın Tarihi: 5/2016

Belge Dili: Türkçe

Document ID (Org No.): 2000709948

Sıklık: İki Yıllık

pISSN: 1300-4077

Sayı

Yazarlar:

Maliheh ABBASNEJAD.

Yayıncı:

Başbakanlık

Dergi:

Istatistik Journal of The Turkish Statistical Association 2016 Vol.9 Issue 2, pp.42-55

Belge Tipi:

Makale

Yayın Tarihi:

5/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000709948

Sıklık:

İki Yıllık

pISSN:

1300-4077