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Original Articles

Entropy-based tests of uniformity: A Monte Carlo power comparison

Pages 1266-1279 | Received 05 Mar 2014, Accepted 05 Dec 2014, Published online: 04 Nov 2016
 

abstract

In this article, we consider different entropy estimators and propose some entropy-based tests of uniformity. Critical values of the proposed test statistics are obtained by Monte Carlo simulation. Then the power values of the tests for various alternatives and sample sizes are compared. Finally, some recommendations for the application of the proposed tests in practice are presented.

Mathematics Subject Classification:

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