On the Sample Redundancy and a Test for Exponentiality,
Abstract
In this paper we obtain the sampling properties of a scale-free estimator of 'redundancy,' an information theoretic measure, which is used by economists and communications engineers. We then propose a new test of exponentiality based upon the sample redundancy. This test is unbiased against a large class of alternatives, and it performs at least as well as another recently proposed test with respect to power and asymptotic relative efficiency. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 18, 1980
- Accession Number
- ADA096956
Entities
People
- Mahesh Chandra
- Nozer Singpurwalla
- Tertius De Wet
Organizations
- George Washington University