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

DOI10.1080/00949650701299451zbMATH Open1431.62184OpenAlexW2004375043MaRDI QIDQ3543751FDOQ3543751

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-fitnormality testsample entropybias-corrected entropy estimatorentropy discrepancy

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A Mathematical Theory of Communication
• Entropy estimators‐improvements and comparisons
• On entropy-based goodness-of-fit tests
• On the sample redundancy and a test for exponentiality

Cited In (8)

• Monte Carlo comparison of five exponentiality tests using different entropy estimates
• Title not available (Why is that?)
• A new measure of entropy of continuous random variable
• Monte Carlo comparison of seven normality tests
• Entropy-based test for generalised Gaussian distributions
• On the entropy estimators
• An estimation of Phi divergence and its application in testing normality
• Estimation of entropy using random sampling

   Recommendations

• A goodness-of-fit test for normality based on the sample entropy of order statistics 👍 👎
• On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions 👍 👎
• On entropy based tests of goodness of fit for some probability distributions 👍 👎
• An empirical power comparison of univariate goodness-of-fit tests for normality 👍 👎
• On entropy goodness-of-fit test based on integrated distribution function 👍 👎
• A power comparison of goodness-of-fit tests for normality based on the likelihood ratio and the non-likelihood ratio 👍 👎
• On entropy-based goodness-of-fit tests 👍 👎
• An Updated Review of Goodness of Fit Tests Based on Entropy 👍 👎
• Testing normality based on new entropy estimators 👍 👎

This page was built for publication: Improvement of goodness-of-fit test for normal distribution based on entropy and power comparison

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3543751)