New Entropy Estimator with an Application to Test of Normality
Statistics Theory
2019-03-06 v1 Statistics Theory
Abstract
In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are obtained. As a consequence, a new test of normality is proposed. A small power comparison is provided. A simulation study for the comparison, in terms of mean squared error, of all estimators under study is performed.
Keywords
Cite
@article{arxiv.1110.3436,
title = {New Entropy Estimator with an Application to Test of Normality},
author = {Salim Bouzebda and Issam Elhattab and Amor Keziou and Tewfik Lounis},
journal= {arXiv preprint arXiv:1110.3436},
year = {2019}
}