Test for normality based on two new estimators of entropy |
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| Authors: | M Bitaraf M Rezaei F Yousefzadeh |
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| Institution: | 1. Department of Statistics, School of Mathematical Sciences and Statistics, University of Birjand, Iranm.bitaraf@birjand.ac.ir;3. Department of Statistics, School of Mathematical Sciences and Statistics, University of Birjand, Iran |
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| Abstract: | In this article, two new consistent estimators are introduced of Shannon's entropy that compares root of mean-square error with other estimators. Then we define new tests for normality based on these new estimators. Finally, by simulation, the powers of the proposed tests are compared under different alternatives with other entropy tests for normality. |
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| Keywords: | Entropy estimator critical values entropy test test of normality test power |
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