Monte Carlo comparison of four normality tests using different entropy estimates
1.
SYSNO ASEP
0410985
Document Type
J - Journal Article
R&D Document Type
Journal Article
Subsidiary J
Ostatní články
Title
Monte Carlo comparison of four normality tests using different entropy estimates
Author(s)
Esteban, M. D. (ES) Castellanos, M. E. (ES) Morales, D. (ES) Vajda, Igor (UTIA-B)
Source Title
Communications in Statistics - Simulation and Computation. - : Taylor & Francis
- ISSN 0361-0918
Roč. 30, č. 4 (2001), s. 761-785
Number of pages
25 s.
Language
eng - English
Country
US - United States
Keywords
test of normality ; entropy test and entropy estimator ; table of critical values
Subject RIV
BD - Theory of Information
R&D Projects
GA102/99/1137 GA ČR - Czech Science Foundation (CSF)
CEZ
AV0Z1075907 - UTIA-B
Annotation
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.
