Počet záznamů: 1
Monte Carlo comparison of four normality tests using different entropy estimates
- 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. E-ISSN 1532-4141
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
Počet záznamů: 1