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Entropy-Based Tests of Uniformity
Edward J. Dudewicz and Edward C. van der Meulen
Journal of the American Statistical Association
Vol. 76, No. 376 (Dec., 1981), pp. 967-974
Stable URL: http://www.jstor.org/stable/2287597
Page Count: 8
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The power properties of an entropy-based test are investigated when used for testing uniformity on [ 0, 1]. Percentage points and power against seven alternatives are reported. Compared with other tests of uniformity, the entropy-based test possesses good power properties for many alternatives. Some asymptotic null and alternative distributions are derived. For sample sizes up to 100 the table of percentage points provides a practical guide for using this test. A theory of entropy-based tests of distributional hypotheses other than uniformity is outlined.
Journal of the American Statistical Association © 1981 American Statistical Association