In this paper, we first introduce two new entropy estimators. These estimators are obtained by correcting Corea(1995)'s estimator in the extreme points and also assigning different weights to the end points.We then make a comparison among our proposed new entropy estimators and the entropy estimators proposed by Vasicek (1976), Ebrahimi, et al. (1994) and Corea(1995). We also introduce goodness of fit tests for exponentiality and normality based on our proposed entropy estimators. Results of a simulation study show that the proposed estimators and goodness of fit tests have good performances in comparison with the leading competitors.
Zamanzadeh E, Arghami N. Normality and Exponentiality Tests Based on New Entropy Estimators. JSS 2009; 2 (2) :179-200 URL: http://jss.irstat.ir/article-1-21-en.html