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

Research output: Contribution to journalArticle

11 Citations (Scopus)

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
Publication statusPublished - 1999 Oct 1

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Goodness of Fit Test
Order Statistics
Normality
Entropy
Test of Normality
Skewness
Test Statistic
Goodness of fit test
Order statistics
Estimate

All Science Journal Classification (ASJC) codes

  • Statistics, Probability and Uncertainty
  • Statistics and Probability

Cite this

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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.",
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A goodness-of-fit test for normality based on the sample entropy of order statistics. / Park, Sangun.

In: Statistics and Probability Letters, Vol. 44, No. 4, 01.10.1999, p. 359-363.

Research output: Contribution to journalArticle

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