A maximum entropy type test of fit
SourceComputational Statistics and Data Analysis
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In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance of the test is investigated through extensive Monte Carlo simulations. Real examples are also presented and analyzed. © 2011 Elsevier B.V. All rights reserved.