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

Sangun Park

Statistics & Probability Letters, 1999, vol. 44, issue 4, 359-363

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.

Keywords: Entropy; identity; Test; of; normality; Consistency (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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