Abstract
Vasicek (1) used the "convolution of twelve uniforms" for a Monte Carlo tabulation of the 5% critical values for his entropy test for normality. We employ a superior normal generator to construct a corrected and extended tabulation for his test. Interestingly, it is shown that, the same tables can be used for implementing Mudholkar and Tian's (2) entropy test for the composite inverse Gaussian hypothesis. The finding extends the known Gaussian, inverse Gaussian analogies.
| Original language | English |
|---|---|
| Pages (from-to) | 1507-1520 |
| Number of pages | 14 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 30 |
| Issue number | 8-9 |
| DOIs | |
| State | Published - 2001 |
| Event | Statistics Reflections on the Past and Visions for the Future-International Conference in Honor of Prof. C.R. Rao on the Occasion of His 80th Birthday- - San Antonio, TX, United States Duration: Mar 16 2000 → Mar 19 2000 |
Keywords
- Maximum entropy
- Normality
- Vasicek test
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