A Goodness of Fit Test For Normality Based on Balakrishnan-Sanghvi Information

Authors

1 Department of Statistics‎, ‎Ferdowsi University of Mashhad‎, ‎Iran.

2 Hakim Sabzevari University of Mashhad, Iran

10.29252/jirss.18.1.177

Abstract

We introduce a new goodness of fit test for normality based on Balakrishnan-Sanghvi divergence measure. In order to estimate the divergence measure, we use a method similar to Vasicek's for estimating the Shannon entropy. Also, the test statistic based on kernel density estimation is investigated. Critical values and the power of tests are computed by Monte Carlo simulation. It is shown that the tests are consistent. Further, by comparing the power of proposed tests with other normality tests, we suggest the new entropic based test according to Balakrishnan-Sanghvi divergence measure using Vasicek method.

Keywords

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Volume 18, Issue 1
June 2019
Pages 177-190
  • Receive Date: 23 July 2022
  • Revise Date: 20 May 2024
  • Accept Date: 23 July 2022