ADK divergence measure and testing exponentiality based on estimated ADK information

  • Authors

    • Morteza Khodabin Karaj Branch, Islamic Azad University
    2014-09-28
    https://doi.org/10.14419/ijamr.v3i4.3485

  • Abstract

    In this paper, I define the two parameter ADK divergence measure, as a generalized of Re'nyi divergence measure. Also I introduce a goodness of t tests for exponentiality based on the estimated ADK information. I use an estimator for ADK distance in manner of Correa estimate. Critical values of the test are obtained by Monte Carlo simulation. The power of the test is computed under gamma distribution.

    Keywords: KADK entropy; Renyi entropy; Shannon entropy; Kullback - Leibler divergence measure; Renyi divergence measure; ADK divergence measure; Exponentiality test; Critical value.

  • References

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  • How to Cite

    Khodabin, M. (2014). ADK divergence measure and testing exponentiality based on estimated ADK information. International Journal of Applied Mathematical Research, 3(4), 446-453. https://doi.org/10.14419/ijamr.v3i4.3485

    Received date: 2014-08-31

    Accepted date: 2014-09-22

    Published date: 2014-09-28