On testing uniformity using an information-theoretic measure

ABSTRACT

As a measure of certainty, informational energy has been used in many statistical problems. In this article, we introduce some estimators of this quantity by modifying the basic estimator available in the literature. The new measures are then used to develop tests of uniformity. A Monte Carlo simulation study is performed to evaluate power behavior of the proposed tests. The results confirm the preference of the new tests in some situations.

KEYWORDS:

• Information theory
• Spacings
• Test of fit

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F03
• 62F40

Acknowledgments

The author is thankful to the reviewer and the Associate Editor for many constructive comments that greatly improved the article.