Two new estimators of entropy for testing normality

DOI10.1080/03610926.2014.942436MaRDI QIDQ2817168zbMATH OpenOpenAlexFDO

Authors Akram Kohansal, Saeid Rezakhah

Publication date 29 August 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.0321

zbMATH Keywords

entropy estimatorinformation theorymoving average methodranked set samplingtesting normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

Abstract: We present two new estimators for estimating the entropy of absolutely continuous random variables. Some properties of them are considered, specifically consistency of the first is proved. The introduced estimators are compared with the existing entropy estimators. Also, we propose two new tests for normality based on the introduced entropy estimators and compare their powers with the powers of other tests for normality. The results show that the proposed estimators and test statistics perform very well in estimating entropy and testing normality. A real example is presented and analyzed.

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Cited in

(8)

• New entropy estimator with an application to test of normality
• A new estimator of entropy and its application in testing normality
• Information-Theoretic Distribution Test with Application to Normality
• An entropic framework for the normal distribution in capability analysis
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses
• Testing normality based on new entropy estimators
• Testing uniformity based on new entropy estimators
• Modified entropy estimators for testing normality

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