Weighted general cumulative entropy and a goodness of fit for normality
Sangun Park
Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 20, 4733-4742
Abstract:
We propose a weighted general cumulative entropy by employing the comparison distribution function, and provide the asymptotic distribution of its estimator. We also discuss the characterization property, and suggest a goodness of fit test based on the general cumulative entropy for normality.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:20:p:4733-4742
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DOI: 10.1080/03610926.2020.1723635
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