ADK divergence measure and testing exponentiality based on estimated ADK information

摘要

In this paper, I define the two parameter ADK divergence measure, as a generalized of Re'nyi divergence measure. Also I introduce a goodness of t tests for exponentiality based on the estimated ADK information. I use an estimator for ADK distance in manner of Correa estimate. Critical values of the test are obtained by Monte Carlo simulation. The power of the test is computed under gamma distribution. Keywords: KADK entropy; Renyi entropy; Shannon entropy; Kullback - Leibler divergence measure; Renyi divergence measure; ADK divergence measure; Exponentiality test; Critical value.