Entropy-Based Tests of Uniformity
Abstract The power properties of an entropy-based test are investigated when used for testing uniformity on [0, 1]. Percentage points and power against seven alternatives are reported. Compared with other tests of uniformity, the entropy-based test possesses good power properties for many alternatives. Some asymptotic null and alternative distributions are derived. For sample sizes up to 100 the table of percentage points provides a practical guide for using this test. A theory of entropy-based tests of distributional hypotheses other than uniformity is outlined.