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Testing Exponentiality Using Kernel-Based Entropy Estimators

Ayman Baklizi, Omar Eidous

Abstract


We consider the problem of testing for exponentiality. New tests are proposed for this problem. The tests are based on some kernel estimators of the entropy. The tests are investigated and their performance is compared with other known tests. The proposed tests appear to be superior in most situations considered.

Keywords


Entropy, Exponential Distribution, Goodness of Fit, Kernel

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