Počet záznamů: 1  

Monte Carlo comparison of four normality tests using different entropy estimates

  1. 1.
    0410985 - UTIA-B 20020199 RIV US eng J - Článek v odborném periodiku
    Esteban, M. D. - Castellanos, M. E. - Morales, D. - Vajda, Igor
    Monte Carlo comparison of four normality tests using different entropy estimates.
    Communications in Statistics: Simulation and Computation. Roč. 30, č. 4 (2001), s. 761-785. ISSN 0361-0918
    Grant CEP: GA ČR GA102/99/1137
    Výzkumný záměr: CEZ:AV0Z1075907
    Klíčová slova: test of normality * entropy test and entropy estimator * table of critical values
    Kód oboru RIV: BD - Teorie informace
    Impakt faktor: 0.153, rok: 2001

    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.
    Trvalý link: http://hdl.handle.net/11104/0131072