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

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  • Park, Sangun

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.

Suggested Citation

  • Park, Sangun, 1999. "A goodness-of-fit test for normality based on the sample entropy of order statistics," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 359-363, October.
    • Handle: RePEc:eee:stapro:v:44:y:1999:i:4:p:359-363
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    Cited by:

    1. Asok K. Nanda & Shovan Chowdhury, 2021. "Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades," International Statistical Review, International Statistical Institute, vol. 89(1), pages 167-185, April.
    2. Qiu, Guoxin & Jia, Kai, 2018. "The residual extropy of order statistics," Statistics & Probability Letters, Elsevier, vol. 133(C), pages 15-22.

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