Testing uniformity based on cumulative entropy of comparison distribution function

Testing for uniformity arises in some important problems in statistics. In this paper, we use cumulative entropy of comparison distribution to construct a uniformity test. The asymptotic null distribution of the test statistics is derived. The necessary critical values for small sample sizes are determined numerically. The proposed test is compared with its competitors using Monte Carlo experiments. It is observed that the introduced test has good power properties against some alternative distributions.

کلیدواژه ها:

Goodness-of-fit test ، Information Theory ، Uniformity