Publication details
Journal Article
Monte Carlo comparison of four normality tests using different entropy estimates
, , ,
: Communications in Statistics - Simulation and Computation vol.30, 4 (2001), p. 761-785
: CEZ:AV0Z1075907
: GA102/99/1137, GA ČR
: test of normality, entropy test and entropy estimator, table of critical values
(eng): The paper studies four entropy tests of normality of real valued observations using four statistics based on different entropy estimates from n i.i.d. observations. For the test size alpha around 0.05 and sample sizes (n) between 5 and 50, it presents critical values of the test statistics. It also compares the power and robustness of these four tests using Monte Carlo computations for sample sizes n=10 and n=20.
: 09J
: BD