An estimation of Phi divergence and its application in testing normality

Authors : Mahsa TAVAKOLİ, Hadi ALİZADEH NOUGHABİ, Gholam Reza MOHTASHAMİ BORZADARAN

Pages : 2104-2118

Doi:10.15672/hujms.629192

View : 18 | Download : 3

Publication Date : 2020-12-08

Article Type : Research Paper

Abstract :In this article, a new goodness of fit test for normality is introduced based on Phi divergence. The test statistic is estimated using spacing and the consistency of the test is proved. Then with replacing some special cases of Phi divergence, the efficiency of each test statistic is analyzed by Monte Carlo simulation against some competitors insert ignore into journalissuearticles values(based on Phi divergence using kernel density function and also some classical competitors);. It is shown that each special case of Phi divergence based test is the most powerful in each group of alternatives insert ignore into journalissuearticles values(depending on symmetry or support);.
Keywords : Phi divergence measure, Normality test, Spacing, Monte Carlo simulation, Test power