Abstract
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek (1976) (A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730-737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample entropy of order statistics as a test of normality versus skewness. The proposed test statistic has comparable performance with other existing tests.
| Original language | English |
|---|---|
| Pages (from-to) | 359-363 |
| Number of pages | 5 |
| Journal | Statistics and Probability Letters |
| Volume | 44 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1999 Oct 1 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty