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

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Abstract

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.

Original languageEnglish
Pages (from-to)359-363
Number of pages5
JournalStatistics and Probability Letters
Volume44
Issue number4
DOIs
Publication statusPublished - 1999 Oct 1

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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