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Annals of Data Science
Published in: Annals of Data Science 4/2015

01-12-2015

Informational Energy and Its Application in Testing Normality

Authors: Hadi Alizadeh Noughabi, Majid Chahkandi

Published in: Annals of Data Science | Issue 4/2015

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Abstract

In this article, we propose a test of fit for normality based on the estimated Informational Energy and using m-step spacings. Consistency of the test statistic is established. Critical values and power values of the test against various alternatives are calculated. Finally, the power values of the proposed test are compared with the power values of some prominent normality tests.
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Literature
1.
Alizadeh Noughabi H (2010) A new estimator of entropy and its application in testing normality. J Stat Comput Simul 80:1151–1162CrossRef
2.
Alizadeh Noughabi H, Arghami NR (2011) Monte Carlo comparison of seven normality tests. J Stat Comput Simul 81:965–972CrossRef
3.
Esteban MD, Castellanos ME, Morales D, Vajda I (2001) Monte Carlo comparison of four normality tests using different entropy estimates. Commun Statistics-Simul Comput 30:761–785CrossRef
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Onicescu O (1966) Energie informationelle. C R Acad Sci Paris Ser A 263:841–8842
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Onicescu O, Stefanescu V (1979) Elemente de statistica informationala eu aplicatii. Editura Technica, Bucarest
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Pardo L, Taneja IJ (1991) Information energy and its applications. Adv Electron Electron Phys 80:165–241CrossRef
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Pardo MC (2003) A test for uniformity based on informational energy. Stat Pap 44:521–534CrossRef
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Rao CR (1973) Linear statistical inference and its applications. John Wiley, New YorkCrossRef
9.
Theodorescu A (1977) Energie informationnelle et notions apparentees. Trabajos de Estadistica e I.O. 27:276–298
Metadata
Title
Informational Energy and Its Application in Testing Normality
Authors
Hadi Alizadeh Noughabi
Majid Chahkandi
Publication date
01-12-2015
Publisher
Springer Berlin Heidelberg
Published in
Annals of Data Science / Issue 4/2015
Print ISSN: 2198-5804
Electronic ISSN: 2198-5812
DOI
https://doi.org/10.1007/s40745-015-0049-5

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