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A goodness-of-fit test for normality based on the sample entropy of order statistics

โœ 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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โœฆ 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.


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