A new entropy estimator and its application to goodness of fit test for Weibull distribution

Document Type : Research Paper

Authors

Department of Statistics, University of Birjand, Birjand, Iran

Abstract

In this article, we introduce a new estimator of entropy of continuous random variable. Bias, variance and the mean squared error of the new estimator are obtained and compared with the other existing estimators. The results show that the proposed estimator has a lower mean squared error than its competitors. Then, we propose some goodness of fit tests for Weibull distribution based on the entropy estimators. To assess the effectiveness of the proposed tests, we utilize Monte Carlo simulation to evaluate their power against eighteen different alternatives with varying sample sizes. The results show that the tests are powerful and we can use them in practice. Finally, two real datasets are considered and modeled by the Weibull distribution.

Keywords

Main Subjects


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Articles in Press, Accepted Manuscript
Available Online from 22 May 2024
  • Receive Date: 25 January 2024
  • Revise Date: 01 April 2024
  • Accept Date: 22 May 2024