2023, Vol. 8, Issue 5, Part A
A monte Carlo comparison of normality tests based on entropy estimators
Author(s): Mbanefo S Madukaife
Abstract: In this paper, seven tests for normality of datasets that are based on entropy estimators are presented. The type-I-error rates and the powers of the statistics are compared through extensive simulation studies at a sample size of n = 10. The alternative distributions used in the comparative study are categorized into 5 according to symmetry and support. It is discovered that all the tests considered have good control over type-I-error and that no test is universally the best among them.
Pages: 40-46 | Views: 142 | Downloads: 17Download Full Article: Click Here
How to cite this article:
Mbanefo S Madukaife. A monte Carlo comparison of normality tests based on entropy estimators. Int J Stat Appl Math 2023;8(5):40-46.
