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Tests of goodness of fit based on Phi-divergence

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  • Hadi Alizadeh Noughabi
  • Narayanaswamy Balakrishnan

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 proposed procedure.

Suggested Citation

  • Hadi Alizadeh Noughabi & Narayanaswamy Balakrishnan, 2016. "Tests of goodness of fit based on Phi-divergence," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(3), pages 412-429, March.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:3:p:412-429
    DOI: 10.1080/02664763.2015.1063116
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    References listed on IDEAS

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    1. Norbert Henze & Simos G. Meintanis, 2005. "Recent and classical tests for exponentiality: a partial review with comparisons," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 29-45, February.
    2. Chen, Zhenmin, 2000. "A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 155-161, August.
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    Cited by:

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