A goodness-of-fit test for normality based on the sample entropy of order statistics
โ Scribed by Sangun Park
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 67 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0167-7152
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โฆ Synopsis
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample entropy of order statistics as a test of normality versus skewness. The proposed test statistic has comparable performance with other existing tests.
๐ SIMILAR VOLUMES
When using a test which is reliant on asymptotic results to obtain the critical regions, the first question to answer is how the test performs in finite samples. This paper provides answers to this question in relation with the Re-divergence family of goodness-of-fit tests (Pardo, 1997). The asympto