ON ENTROPY BASED TESTS FOR EXPONENTIALITY

ABSTRACT

Recent literature has proposed a test for exponentiality based on sample entropy. We consider transformations of the observations which turn the test of exponentiality into one of uniformity and use a corresponding test based on entropy. The test based on the transformed variables performs better in many cases of interest.

Keywords:

• Test of exponentiality
• Test of uniformity
• Entropy
• Asymptotic normality

Acknowledgments