Improvement of goodness-of-fit test for normal distribution based on entropy and power comparison

DOI10.1080/00949650701299451zbMath1431.62184OpenAlexW2004375043MaRDI QIDQ3543751

Byung Jin Choi

Publication date: 4 December 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701299451

zbMATH Keywords

entropygoodness-of-fitsample entropynormality testbias-corrected entropy estimatorentropy discrepancy

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical aspects of information-theoretic topics (62B10)

Related Items (8)

Entropy-based test for generalised Gaussian distributions ⋮ Monte Carlo comparison of five exponentiality tests using different entropy estimates ⋮ Estimation of entropy using random sampling ⋮ Unnamed Item ⋮ An estimation of Phi divergence and its application in testing normality ⋮ Monte Carlo comparison of seven normality tests ⋮ A new measure of entropy of continuous random variable ⋮ On the entropy estimators

Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• On entropy-based goodness-of-fit tests
• On the sample redundancy and a test for exponentiality
• Entropy estimators‐improvements and comparisons

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