A Test for Normality Based on Sample Entropy
暂无分享,去创建一个
SUMMARY A test of the composite hypothesis of normality is introduced. The test is based on the property of the normal distribution that its entropy exceeds that of any other distribution with a density that has the same variance. The test statistic is based on a class of estimators of entropy constructed here. The test is shown to be a consistent test of the null hypothesis for all alternatives without a singular continuous part. The power of the test is estimated against several alternatives. It is observed that the test compares favourably with other tests for normality.
[1] M. Stephens. EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .
[2] Solomon Kullback,et al. Information Theory and Statistics , 1960 .
[3] J. Soest. Some experimental results concerning tests of normality , 1967 .
[4] Claude E. Shannon,et al. The Mathematical Theory of Communication , 1950 .
[5] S. Shapiro,et al. An Analysis of Variance Test for Normality (Complete Samples) , 1965 .