In this paper, we establish a goodness of fit test for exponentiality based on the estimated Renyi information. We use an estimator for Renyi distance in manner of Correa entropy estimate. Critical values of the test are computed by Monte Carlo simulation. Also we compute the power of the test under different alternatives and show that it compares favorably with the leading competitor.
Abbasnejad M, Shakouri M. Comparison of Different Entropy Estimators and Power of Exponentiality Tests Based on Entropy Estimators. JSS 2009; 2 (2) :201-211 URL: http://jss.irstat.ir/article-1-22-en.html
