In this paper we evaluate the power of the sample entropy goodness-of-fit tests for normal, exponential and uniform distributions and we compare them with the other statistical tests. We show, by simulation, that them have less power than of the other tests considered. We next introduce a new test for symmetry based on sample entropy and show, by simulation, that it has higher power than Cabilio and Masaro test (1996).
Alizadeh Noughabi H, Alizadeh Noughabi R. Power Comparisons of Goodness-of-Fit Tests Based on Entropy with Other Methods. JSS 2008; 2 (1) :97-113 URL: http://jss.irstat.ir/article-1-636-en.html
