Entropy-based goodness-of-fit test for exponentiality
Przeniyslaw Crzcgorzewski, Robert Wirczorkowski · Communication in Statistics- Theory and Methods · 1999
A goodness of fit test for exponentiality based on the entropy is proposed. This test is ronsistent against very broad family of alternatives. An approximate formulae for calculating critical values of the test is given. A simulation study of the test power shows that the entropy-based test seems to be a competitive tool for testing exponentiality.