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Monte Carlo comparison of four normality tests using different entropy estimates

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    0410985 - UTIA-B 20020199 RIV US eng J - Journal Article
    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
    R&D Projects: GA ČR GA102/99/1137
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : test of normality * entropy test and entropy estimator * table of critical values
    Subject RIV: BD - Theory of Information
    Impact factor: 0.153, year: 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.
    Permanent Link: http://hdl.handle.net/11104/0131072

     
     

Number of the records: 1  

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