New indices of sample informational energy with application to testing uniformity
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In recent years, there has been a growing interest in utilizing information-theoretic measures as a tool for statistical inference. Informational energy is an important quantity in this area which has found many applications. This article aims to present some new estimators of this quantity. The new measures are then employed to test for uniformity. Performances of the resulting tests are assessed through simulation study. Finally, the procedures are illustrated using a real data set.
KeywordsDensity estimation Information theory Test of fit
Mathematics Subject Classification62F03 62F40
The author is thankful to the reviewer for constructive comments that greatly improved the manuscript.
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