Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Goodness of Fit Test of Normality Based on Kullback-Leibler Information

  • Published : 1999.12.01
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Abstract

Arizono and Ohta(1989) studied goodness of fit test of normality using the entropy estimator proposed by Vasicek (1976) Recently van Es(1992) and Correa(1995) proposed an estimator of entropy. In this paper we propose goodness of fit test statistics for normality based on Vasicek ven Es and Correa. And we compare the power of the proposed test statistics with Kolmogorov-Smirnov Kuiper Cramer von Mises Watson Anderson-Darling and Finkelstein and Schefer statistics.

Keywords

References

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