An entropy-based test for goodness of fit of the von Mises distribution

被引：11

作者：

Lund, U

Jammalamadaka, SR ^{[1
]}

机构：

[1] Environm Risk Anal Inc, Santa Barbara, CA USA

[2] Univ Calif Santa Barbara, Santa Barbara, CA 93106 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2000年 / 67卷 / 04期

关键词：

circular statistics; entropy; goodness of fit; von Mises;

D O I：

10.1080/00949650008812048

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The maximum entropy characterization of the von Mises distribution on the circle is exploited to derive a consistent goodness of fit test for the von Mises distribution. Monte Carlo simulation results are tabulated giving critical values of the test statistic for various sample sizes and values of the concentration parameter. A power analysis is presented for various alternative hypotheses, comparing this entropy statistic to two other competing goodness of fit statistics. The entropy statistic is shown to compare favorably and may be more attractive, especially considering its ease of computation.

引用

页码：319 / 332

页数：14

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