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ON THE NULL DISTRIBUTIONS OF THE ENTROPY TESTS FOR THE GAUSSIAN AND INVERSE GAUSSIAN MODELS
Abstract:Vasicek [1] Vasicek, O. 1976. A test for normality based on sample entropy. J. R. Statist. Soc. B, 38: 5459.  [Google Scholar]used the “convolution of twelve uniforms” for a Monte Carlo tabulation of the 5% critical values for his entropy test for normality. We employ a superior normal generator to construct a corrected and extended tabulation for his test. Interestingly, it is shown that, the same tables can be used for implementing Mudholkar and Tian's [2] Mudholkar, G. S. and Tian, L. 1999. “An entropy characterization of the inverse Gaussian distribution and related goodness-of-fit test”. In Tech. Rep., University of Rochester Rochester, NY Submitted for publication [Google Scholar]entropy test for the composite inverse Gaussian hypothesis. The finding extends the known Gaussian, inverse Gaussian analogies.
Keywords:Vasicek test  Normality  Maximum entropy
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