Abstract
In this paper we obtain the. sampling properties of a scale-free estimator of “redundancyan Information theoretic measure, which is used by economists and communications engineers. We then propose a new test of exponentiality based upon the sample redun-dancy. This test is asymptotically unbiased against a large class of alternatives, and it performs at least as well as a recently proposed test with respect to power and asymptotic relative efficiency. © 1982 by Marcel Dekker, Inc. All rights are reserved.
| Original language | English |
|---|---|
| Pages (from-to) | 429-438 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 11 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Jan 1982 |
| Externally published | Yes |
Research Keywords
- cormrumcatton theory
- enti'opy
- goodness of fit tests
- Grm vndex
- measures of concentra-
- redundancy
- tion
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